+818.4%
CTAS vs AA
+45.1%
+773.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.6% |
| 7D | +0.7% | +1.2% | -0.6% | +0.4% |
| 30D | +11.3% | -5.0% | +16.3% | +12.0% |
| 3M | +11.4% | -22.2% | +33.6% | +15.4% |
| 6M | +35.6% | -36.3% | +72.0% | +43.6% |
| YTD | +20.7% | -24.2% | +44.9% | +22.7% |
| 1Y | +22.8% | +3.9% | +19.0% | +17.9% |
| 3Y | +73.4% | +67.6% | +5.8% | +44.8% |
| 5Y | +117.6% | -8.8% | +126.4% | +90.7% |
| 10Y | +818.4% | +45.0% | +773.5% | +451.5% |
| All | +818.4% | +45.1% | +773.4% | +451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling