+213.9%
CAT vs AAL
-35.4%
+249.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.6% |
| 7D | +7.4% | -0.1% | +7.5% | +7.4% |
| 30D | -19.7% | +11.7% | -31.4% | -22.2% |
| 3M | -29.6% | -12.5% | -17.1% | -27.4% |
| 6M | -33.2% | +3.6% | -36.8% | -34.6% |
| YTD | +5.7% | -14.1% | +19.8% | +7.6% |
| 1Y | +9.3% | +0.8% | +8.6% | +6.7% |
| 3Y | +158.3% | +11.8% | +146.5% | +130.9% |
| All | +213.9% | -35.4% | +249.4% | +210.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling