+4,062.3%
CTAS vs AEE
+813.9%
+3,248.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.8% | +0.3% | -2.1% | -2.0% |
| 30D | -0.2% | -2.3% | +2.1% | +1.0% |
| 3M | +11.7% | +0.2% | +11.5% | +11.5% |
| 6M | +0.7% | -4.7% | +5.5% | +3.0% |
| YTD | +7.4% | +8.1% | -0.7% | +2.4% |
| 1Y | -2.1% | +8.5% | -10.7% | -7.0% |
| 3Y | +62.9% | +48.9% | +14.0% | +28.8% |
| 5Y | +111.9% | +39.9% | +72.0% | +72.0% |
| 10Y | +652.2% | +186.5% | +465.7% | +303.9% |
| All | +4,062.3% | +813.9% | +3,248.4% | +867.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling