+2,214.6%
AEP vs CTAS
+23,129.2%
-20,914.6%
-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% | +0.1% | -0.1% |
| 7D | +1.8% | -1.8% | +3.6% | +2.2% |
| 30D | -0.8% | -0.2% | -0.6% | -0.8% |
| 3M | -1.8% | +11.7% | -13.5% | -4.3% |
| 6M | -5.4% | +0.7% | -6.1% | -5.8% |
| YTD | +10.4% | +7.4% | +3.0% | +8.4% |
| 1Y | +18.2% | -2.1% | +20.3% | +18.0% |
| 3Y | +79.0% | +62.9% | +16.0% | +59.5% |
| 5Y | +64.8% | +111.9% | -47.0% | +38.5% |
| 10Y | +170.8% | +652.2% | -481.3% | +72.1% |
| All | +2,214.6% | +23,129.2% | -20,914.6% | +809.5% |
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 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