+683.1%
CTAS vs AEE
+191.1%
+492.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | -0.7% | -2.9% | +2.2% | +0.8% |
| 3M | +11.1% | -2.4% | +13.5% | +12.4% |
| 6M | +2.1% | -2.7% | +4.8% | +3.2% |
| YTD | +8.0% | +7.3% | +0.7% | +3.5% |
| 1Y | -0.5% | +7.5% | -8.0% | -4.9% |
| 3Y | +66.2% | +46.2% | +20.0% | +33.6% |
| 5Y | +109.2% | +39.7% | +69.5% | +71.2% |
| All | +683.1% | +191.1% | +492.0% | +409.6% |
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