+2,215.2%
CAT vs AAL
-33.8%
+2,249.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | +1.7% | -3.7% | +5.4% | +2.4% |
| 30D | -6.6% | -20.8% | +14.2% | -2.6% |
| 3M | -13.3% | -1.3% | -12.0% | -13.4% |
| 6M | +11.6% | +5.4% | +6.2% | +9.9% |
| YTD | +42.9% | -14.4% | +57.3% | +45.6% |
| 1Y | +95.4% | +2.1% | +93.3% | +92.3% |
| 3Y | +196.6% | -10.6% | +207.1% | +190.1% |
| 5Y | +321.7% | -32.2% | +353.9% | +320.5% |
| 10Y | +1,140.8% | -62.7% | +1,203.5% | +1,145.7% |
| All | +2,215.2% | -33.8% | +2,249.1% | +1,626.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling