+95.4%
CAT vs AAL
-2.5%
+98.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +1.7% | -3.7% | +5.4% | +2.9% |
| 30D | -6.6% | -20.8% | +14.2% | -0.1% |
| 3M | -13.3% | -1.3% | -12.0% | -13.7% |
| 6M | +11.6% | +5.4% | +6.2% | +7.0% |
| YTD | +42.9% | -14.4% | +57.3% | +43.5% |
| 1Y | +95.4% | +2.1% | +93.3% | +85.6% |
| All | +95.4% | -2.5% | +98.0% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling