-39.5%
CAT vs AAL
+1.5%
-40.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | -10.3% | +4.6% | -14.9% | -11.1% |
| 30D | -31.2% | +2.6% | -33.8% | -31.5% |
| 3M | -34.7% | -17.8% | -16.9% | -31.8% |
| 6M | -39.5% | +1.9% | -41.3% | -39.4% |
| All | -39.5% | +1.5% | -40.9% | -39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling