+1,126.0%
CAT vs AAL
-65.4%
+1,191.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | -2.3% | -19.0% | +16.7% | +2.7% |
| 3M | -10.0% | -5.1% | -4.9% | -9.3% |
| 6M | +21.2% | +15.5% | +5.8% | +16.0% |
| YTD | +44.4% | -15.8% | +60.2% | +48.4% |
| 1Y | +96.3% | -0.3% | +96.6% | +92.8% |
| 3Y | +203.9% | -7.7% | +211.6% | +190.4% |
| 5Y | +333.5% | -32.5% | +366.0% | +327.6% |
| 10Y | +1,126.0% | -66.0% | +1,192.0% | +1,241.0% |
| All | +1,126.0% | -65.4% | +1,191.4% | +1,241.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling