+6,949.1%
CTAS vs AEIS
+2,566.8%
+4,382.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | -1.8% | +3.0% | -4.8% | -2.3% |
| 30D | -0.2% | -14.6% | +14.4% | +2.2% |
| 3M | +11.7% | -12.4% | +24.1% | +11.8% |
| 6M | +0.7% | -15.0% | +15.7% | +0.4% |
| YTD | +7.4% | +34.3% | -26.9% | -1.8% |
| 1Y | -2.1% | +87.4% | -89.5% | -16.2% |
| 3Y | +62.9% | +139.8% | -76.8% | +30.0% |
| 5Y | +111.9% | +220.7% | -108.9% | +58.3% |
| 10Y | +652.2% | +531.6% | +120.6% | +379.3% |
| All | +6,949.1% | +2,566.8% | +4,382.3% | +2,598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling