+87.8%
AEP vs CTAS
+118.4%
-30.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +3.4% | +10.2% | -6.9% | +0.4% |
| 3M | +4.2% | +12.1% | -7.9% | +0.7% |
| 6M | -0.8% | +38.3% | -39.1% | -10.3% |
| YTD | +15.2% | +21.9% | -6.7% | +7.9% |
| 1Y | +8.3% | +24.0% | -15.7% | +0.8% |
| 3Y | +84.2% | +75.1% | +9.0% | +45.7% |
| 5Y | +87.8% | +116.9% | -29.1% | +33.2% |
| All | +87.8% | +118.4% | -30.6% | +33.2% |
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 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