+96.3%
CAT vs AAL
-1.2%
+97.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.8% |
| 3M | -10.0% | -5.1% | -4.9% | -9.3% |
| 6M | +21.2% | +15.5% | +5.8% | +13.4% |
| YTD | +44.4% | -15.8% | +60.2% | +45.7% |
| 1Y | +96.3% | -0.3% | +96.6% | +85.6% |
| All | +96.3% | -1.2% | +97.5% | +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