+26,411.8%
CTAS vs AIG
-14.4%
+26,426.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +0.5% | +2.0% | -1.5% | +0.1% |
| 30D | +10.2% | +6.3% | +3.9% | +8.9% |
| 3M | +12.1% | +9.2% | +2.9% | +10.2% |
| 6M | +38.3% | +9.5% | +28.8% | +35.7% |
| YTD | +21.9% | -1.6% | +23.5% | +21.9% |
| 1Y | +24.0% | +8.5% | +15.6% | +21.7% |
| 3Y | +75.1% | +38.3% | +36.8% | +63.4% |
| 5Y | +116.9% | +59.0% | +57.9% | +95.4% |
| 10Y | +821.3% | +67.8% | +753.4% | +693.5% |
| All | +26,411.8% | -14.4% | +26,426.2% | +21,116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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