+2,319.9%
AEP vs CTAS
+26,175.4%
-23,855.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.9% | +2.0% | +0.9% | +2.5% |
| 30D | +3.2% | +8.7% | -5.5% | +1.4% |
| 3M | +3.8% | +13.3% | -9.5% | +1.0% |
| 6M | +2.5% | +39.4% | -36.9% | -4.7% |
| YTD | +15.5% | +21.5% | -6.0% | +10.3% |
| 1Y | +9.6% | +21.9% | -12.3% | +4.6% |
| 3Y | +91.2% | +73.6% | +17.5% | +68.0% |
| 5Y | +88.2% | +116.2% | -28.0% | +57.3% |
| 10Y | +205.1% | +818.2% | -613.1% | +86.1% |
| All | +2,319.9% | +26,175.4% | -23,855.4% | +826.0% |
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