+712.5%
CAT vs AEIS
+358.4%
+354.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.3% | -4.1% | +3.1% |
| 7D | -2.4% | +1.0% | -3.4% | -3.2% |
| 30D | -25.0% | -24.0% | -1.0% | -17.8% |
| 3M | -28.7% | -32.5% | +3.8% | -18.9% |
| 6M | -33.0% | -38.6% | +5.6% | -22.2% |
| YTD | +5.4% | +4.8% | +0.6% | +0.6% |
| 1Y | +7.3% | +1.3% | +5.9% | +3.5% |
| 3Y | +166.0% | +159.2% | +6.8% | +79.8% |
| 5Y | +210.1% | +140.8% | +69.3% | +108.5% |
| 10Y | +712.5% | +349.8% | +362.7% | +313.7% |
| All | +712.5% | +358.4% | +354.1% | +313.7% |
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 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