+95.4%
CAT vs AEIS
+93.3%
+2.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.7% |
| 7D | +1.7% | +3.0% | -1.3% | +0.4% |
| 30D | -6.6% | -14.6% | +8.1% | -0.2% |
| 3M | -13.3% | -12.4% | -0.9% | -9.7% |
| 6M | +11.6% | -15.0% | +26.6% | +15.5% |
| YTD | +42.9% | +34.3% | +8.7% | +22.8% |
| 1Y | +95.4% | +87.4% | +8.1% | +51.7% |
| All | +95.4% | +93.3% | +2.1% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling