+183.3%
CAT vs AEIS
+109.5%
+73.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -1.6% |
| 7D | -10.3% | -11.3% | +1.0% | -6.3% |
| 30D | -31.2% | -32.6% | +1.4% | -20.0% |
| 3M | -34.7% | -39.2% | +4.5% | -21.3% |
| 6M | -39.5% | -45.4% | +5.9% | -25.1% |
| YTD | -1.7% | -5.8% | +4.2% | -2.8% |
| 1Y | -1.1% | -10.0% | +8.9% | -0.7% |
| 3Y | +143.9% | +121.2% | +22.7% | +66.6% |
| All | +183.3% | +109.5% | +73.7% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling