+1,110.7%
CAT vs AA
+113.3%
+997.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.3% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -6.6% | +5.0% | -11.5% | -8.2% |
| 3M | -13.3% | -35.8% | +22.5% | -2.0% |
| 6M | +11.6% | -18.4% | +30.0% | +16.1% |
| YTD | +42.9% | -5.5% | +48.4% | +41.5% |
| 1Y | +95.4% | +61.0% | +34.5% | +63.2% |
| 3Y | +196.6% | +66.2% | +130.4% | +132.0% |
| 5Y | +321.7% | +11.4% | +310.3% | +238.1% |
| All | +1,110.7% | +113.3% | +997.4% | +552.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling