+210.1%
CAT vs AEE
+58.9%
+151.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +7.0% |
| 7D | -2.4% | +2.3% | -4.7% | -2.9% |
| 30D | -25.0% | +11.6% | -36.6% | -27.1% |
| 3M | -28.7% | +5.5% | -34.2% | -29.7% |
| 6M | -33.0% | +6.0% | -39.0% | -34.3% |
| YTD | +5.4% | +16.6% | -11.2% | +1.0% |
| 1Y | +7.3% | +12.1% | -4.8% | +3.8% |
| 3Y | +166.0% | +64.2% | +101.8% | +126.9% |
| 5Y | +210.1% | +59.1% | +151.0% | +167.7% |
| All | +210.1% | +58.9% | +151.2% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling