-15.7%
CAT vs AAOX
-93.2%
+77.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.1% | +10.2% | +0.1% |
| 7D | +7.4% | -3.6% | +11.1% | +7.3% |
| 30D | -19.7% | -72.9% | +53.2% | -13.2% |
| 3M | -29.6% | -90.7% | +61.1% | -19.9% |
| 6M | -33.2% | -98.2% | +65.0% | -22.2% |
| All | -15.7% | -93.2% | +77.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 10y: compounded portfolio wealth divided by compounded AAOX 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…
10y analysis · Full analysis span regression · 6 months rolling