+79.8%
AEP vs CTAS
+65.1%
+14.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +0.5% | -1.0% | +1.5% | +0.7% |
| 3M | -0.3% | +15.8% | -16.1% | -3.5% |
| 6M | -3.5% | -1.0% | -2.5% | -3.6% |
| YTD | +11.3% | +7.4% | +3.8% | +9.1% |
| 1Y | +20.2% | -0.1% | +20.4% | +19.8% |
| 3Y | +79.8% | +66.3% | +13.5% | +47.5% |
| All | +79.8% | +65.1% | +14.7% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling