+1,492.8%
CAT vs AAL
-33.6%
+1,526.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.7% |
| 3M | -34.7% | -17.8% | -16.9% | -32.5% |
| 6M | -39.5% | +1.9% | -41.3% | -40.2% |
| YTD | -1.7% | -14.0% | +12.4% | -0.1% |
| 1Y | -1.1% | +0.2% | -1.4% | -2.5% |
| 3Y | +143.9% | +13.0% | +130.8% | +128.6% |
| 5Y | +194.8% | -39.6% | +234.4% | +199.8% |
| 10Y | +739.8% | -65.7% | +805.5% | +752.5% |
| All | +1,492.8% | -33.6% | +1,526.4% | +1,083.6% |
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 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