+6.5%
CAT vs AEIS
+3.6%
+2.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | +9.3% | +23.2% | -13.9% | -0.6% |
| 30D | -21.5% | -17.0% | -4.5% | -15.6% |
| 3M | -29.1% | -32.2% | +3.1% | -17.0% |
| 6M | -33.4% | -32.6% | -0.8% | -23.2% |
| YTD | +6.6% | +9.4% | -2.8% | -5.5% |
| 1Y | +6.5% | +7.7% | -1.1% | -4.3% |
| All | +6.5% | +3.6% | +2.9% | -4.3% |
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