+6,658.5%
CAT vs AEE
+813.9%
+5,844.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -6.6% | -2.3% | -4.3% | -5.6% |
| 3M | -13.3% | +0.2% | -13.5% | -13.9% |
| 6M | +11.6% | -4.7% | +16.4% | +13.7% |
| YTD | +42.9% | +8.1% | +34.8% | +36.9% |
| 1Y | +95.4% | +8.5% | +86.9% | +86.2% |
| 3Y | +196.6% | +48.9% | +147.7% | +136.6% |
| 5Y | +321.7% | +39.9% | +281.7% | +241.9% |
| 10Y | +1,140.8% | +186.5% | +954.3% | +543.2% |
| All | +6,658.5% | +813.9% | +5,844.6% | +1,618.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling