-39.5%
CAT vs AEIS
-44.0%
+4.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -1.8% |
| 7D | -10.3% | -11.3% | +1.0% | -6.0% |
| 30D | -31.2% | -32.6% | +1.4% | -18.9% |
| 3M | -34.7% | -39.2% | +4.5% | -19.9% |
| 6M | -39.5% | -45.4% | +5.9% | -22.5% |
| All | -39.5% | -44.0% | +4.6% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling