+674.0%
CAT vs AEE
+211.4%
+462.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -6.3% | +3.0% | -9.3% | -7.2% |
| 30D | -26.8% | +11.2% | -38.0% | -29.4% |
| 3M | -30.0% | +7.0% | -37.0% | -31.7% |
| 6M | -34.6% | +5.7% | -40.3% | -36.1% |
| YTD | +2.9% | +16.2% | -13.3% | -2.5% |
| 1Y | +3.3% | +12.0% | -8.8% | -1.1% |
| 3Y | +153.7% | +63.4% | +90.3% | +110.3% |
| 5Y | +207.3% | +56.0% | +151.2% | +157.1% |
| 10Y | +674.0% | +217.4% | +456.6% | +498.4% |
| All | +674.0% | +211.4% | +462.6% | +498.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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