+3,594.0%
AEM vs CTAS
+23,129.2%
-19,535.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | +24.0% | -0.2% | +24.2% | +24.0% |
| 3M | +16.1% | +11.7% | +4.4% | +15.2% |
| 6M | -11.6% | +0.7% | -12.3% | -11.8% |
| YTD | +21.5% | +7.4% | +14.1% | +20.8% |
| 1Y | +39.2% | -2.1% | +41.3% | +39.1% |
| 3Y | +347.4% | +62.9% | +284.5% | +333.4% |
| 5Y | +290.1% | +111.9% | +178.3% | +272.3% |
| 10Y | +357.8% | +652.2% | -294.4% | +310.2% |
| All | +3,594.0% | +23,129.2% | -19,535.3% | +3,266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling