+815.5%
CTAS vs AA
+42.1%
+773.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | -0.1% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | +8.7% | -0.6% | +9.3% | +8.6% |
| 3M | +13.3% | -19.7% | +32.9% | +16.7% |
| 6M | +39.4% | -41.6% | +81.0% | +49.7% |
| YTD | +21.5% | -24.6% | +46.1% | +23.6% |
| 1Y | +21.9% | +4.9% | +17.0% | +16.9% |
| 3Y | +73.6% | +66.8% | +6.8% | +45.0% |
| 5Y | +116.2% | -19.4% | +135.6% | +94.9% |
| All | +815.5% | +42.1% | +773.3% | +450.2% |
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