+5.8%
CAT vs AEIS
-2.1%
+7.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.3% | -4.1% | +2.1% |
| 7D | -2.4% | +1.0% | -3.4% | -3.5% |
| 30D | -25.0% | -24.0% | -1.0% | -16.1% |
| 3M | -28.7% | -32.5% | +3.8% | -16.5% |
| 6M | -33.0% | -38.6% | +5.6% | -19.5% |
| YTD | +5.4% | +4.8% | +0.6% | -4.3% |
| All | +5.8% | -2.1% | +7.9% | -1.5% |
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