+1,126.0%
CAT vs AEIS
+546.3%
+579.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | 0.0% |
| 7D | +5.6% | +8.1% | -2.6% | +2.6% |
| 30D | -2.3% | -11.1% | +8.8% | +1.6% |
| 3M | -10.0% | -5.6% | -4.4% | -9.3% |
| 6M | +21.2% | -0.6% | +21.9% | +19.1% |
| YTD | +44.4% | +38.0% | +6.4% | +26.1% |
| 1Y | +96.3% | +87.2% | +9.1% | +53.4% |
| 3Y | +203.9% | +179.7% | +24.2% | +100.5% |
| 5Y | +333.5% | +241.7% | +91.7% | +160.5% |
| 10Y | +1,126.0% | +547.2% | +578.9% | +427.0% |
| All | +1,126.0% | +546.3% | +579.7% | +427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling