+66.3%
CTAS vs AEIS
+173.5%
-107.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.1% |
| 7D | 0.0% | +8.1% | -8.2% | -0.4% |
| 30D | -1.0% | -11.1% | +10.1% | -0.6% |
| 3M | +15.8% | -5.6% | +21.4% | +15.0% |
| 6M | -1.0% | -0.6% | -0.4% | -3.1% |
| YTD | +7.4% | +38.0% | -30.6% | 0.0% |
| 1Y | -0.1% | +87.2% | -87.4% | -12.1% |
| 3Y | +66.3% | +179.7% | -113.4% | +33.6% |
| All | +66.3% | +173.5% | -107.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling