+1,126.0%
CAT vs AEE
+185.4%
+940.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.7% |
| 7D | +5.6% | +1.3% | +4.2% | +5.1% |
| 30D | -2.3% | -1.2% | -1.1% | -2.0% |
| 3M | -10.0% | +1.0% | -11.0% | -10.6% |
| 6M | +21.2% | -2.3% | +23.5% | +21.7% |
| YTD | +44.4% | +9.1% | +35.3% | +40.0% |
| 1Y | +96.3% | +10.6% | +85.7% | +89.0% |
| 3Y | +203.9% | +48.5% | +155.4% | +161.6% |
| 5Y | +333.5% | +39.9% | +293.6% | +278.4% |
| 10Y | +1,126.0% | +185.7% | +940.3% | +871.6% |
| All | +1,126.0% | +185.4% | +940.6% | +871.6% |
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