+818.6%
CTAS vs AEE
+219.0%
+599.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +10.2% | +8.8% | +1.4% | +5.5% |
| 3M | +12.1% | +5.1% | +7.0% | +9.2% |
| 6M | +38.3% | +5.2% | +33.1% | +34.3% |
| YTD | +21.9% | +16.1% | +5.8% | +12.0% |
| 1Y | +24.0% | +10.4% | +13.6% | +17.0% |
| 3Y | +75.1% | +63.1% | +12.0% | +32.6% |
| 5Y | +116.9% | +55.6% | +61.4% | +67.3% |
| All | +818.6% | +219.0% | +599.6% | +475.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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