+815.5%
CTAS vs AEE
+222.5%
+593.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +2.0% | +1.7% | +0.3% | +1.1% |
| 30D | +8.7% | +9.7% | -1.1% | +3.5% |
| 3M | +13.3% | +5.9% | +7.4% | +9.9% |
| 6M | +39.4% | +6.7% | +32.7% | +34.4% |
| YTD | +21.5% | +17.4% | +4.1% | +11.0% |
| 1Y | +21.9% | +12.7% | +9.2% | +13.7% |
| 3Y | +73.6% | +68.2% | +5.4% | +29.4% |
| 5Y | +116.2% | +57.3% | +58.9% | +65.8% |
| All | +815.5% | +222.5% | +593.0% | +470.4% |
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