+213.9%
CAT vs AEIS
+142.3%
+71.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | +0.8% |
| 7D | +7.4% | +11.5% | -4.1% | +2.7% |
| 30D | -19.7% | -15.8% | -3.9% | -14.8% |
| 3M | -29.6% | -33.3% | +3.7% | -18.4% |
| 6M | -33.2% | -35.2% | +2.0% | -22.9% |
| YTD | +5.7% | +5.0% | +0.6% | -0.2% |
| 1Y | +9.3% | +8.5% | +0.9% | +1.9% |
| 3Y | +158.3% | +152.9% | +5.4% | +67.2% |
| All | +213.9% | +142.3% | +71.6% | +97.7% |
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 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