+111.0%
CTAS vs AEIS
+228.8%
-117.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | 0.0% | +8.1% | -8.2% | -1.0% |
| 30D | -1.0% | -11.1% | +10.1% | +0.2% |
| 3M | +15.8% | -5.6% | +21.4% | +14.4% |
| 6M | -1.0% | -0.6% | -0.4% | -4.4% |
| YTD | +7.4% | +38.0% | -30.6% | -4.1% |
| 1Y | -0.1% | +87.2% | -87.4% | -17.8% |
| 3Y | +66.3% | +179.7% | -113.4% | +17.7% |
| 5Y | +111.0% | +241.7% | -130.8% | +32.8% |
| All | +111.0% | +228.8% | -117.8% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling