+712.5%
CAT vs AAL
-64.0%
+776.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.4% | -0.2% | +5.4% |
| 7D | -2.4% | +8.3% | -10.7% | -4.3% |
| 30D | -25.0% | +11.0% | -36.0% | -27.1% |
| 3M | -28.7% | -11.2% | -17.6% | -26.9% |
| 6M | -33.0% | +6.1% | -39.1% | -34.7% |
| YTD | +5.4% | -7.6% | +13.1% | +5.6% |
| 1Y | +7.3% | +3.7% | +3.5% | +4.3% |
| 3Y | +166.0% | +20.5% | +145.5% | +138.2% |
| 5Y | +210.1% | -36.4% | +246.5% | +210.0% |
| 10Y | +712.5% | -65.4% | +778.0% | +776.7% |
| All | +712.5% | -64.0% | +776.6% | +776.7% |
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