+266.3%
AEM vs CTAS
+118.7%
+147.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.6% |
| 7D | +1.4% | -0.8% | +2.1% | +1.5% |
| 30D | -1.2% | +10.7% | -11.9% | -3.8% |
| 3M | +2.5% | +11.0% | -8.5% | -0.3% |
| 6M | -5.1% | +38.7% | -43.8% | -13.9% |
| YTD | +10.4% | +21.8% | -11.4% | +4.1% |
| 1Y | +11.8% | +23.6% | -11.8% | +4.9% |
| 3Y | +315.6% | +74.9% | +240.7% | +237.6% |
| 5Y | +266.3% | +119.5% | +146.8% | +172.5% |
| All | +266.3% | +118.7% | +147.5% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling