+65.6%
AEP vs CTAS
+114.7%
-49.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | -0.3% | +15.8% | -16.1% | -4.9% |
| 6M | -3.5% | -1.0% | -2.5% | -3.6% |
| YTD | +11.3% | +7.4% | +3.8% | +8.2% |
| 1Y | +20.2% | -0.1% | +20.4% | +19.5% |
| 3Y | +79.8% | +66.3% | +13.5% | +43.9% |
| 5Y | +65.6% | +111.0% | -45.4% | +19.2% |
| All | +65.6% | +114.7% | -49.2% | +19.2% |
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