+24.0%
CTAS vs AEE
+11.1%
+12.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +10.2% | +8.8% | +1.4% | +7.2% |
| 3M | +12.1% | +5.1% | +7.0% | +10.1% |
| 6M | +38.3% | +5.2% | +33.1% | +36.1% |
| YTD | +21.9% | +16.1% | +5.8% | +17.7% |
| 1Y | +24.0% | +10.4% | +13.6% | +19.9% |
| All | +24.0% | +11.1% | +12.9% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling