+12,341.3%
CAT vs AEIS
+2,566.8%
+9,774.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.3% |
| 7D | +1.7% | +3.0% | -1.3% | +1.2% |
| 30D | -6.6% | -14.6% | +8.1% | -3.9% |
| 3M | -13.3% | -12.4% | -0.9% | -11.5% |
| 6M | +11.6% | -15.0% | +26.6% | +14.2% |
| YTD | +42.9% | +34.3% | +8.7% | +34.6% |
| 1Y | +95.4% | +87.4% | +8.1% | +73.0% |
| 3Y | +196.6% | +139.8% | +56.8% | +148.2% |
| 5Y | +321.7% | +220.7% | +100.9% | +232.4% |
| 10Y | +1,140.8% | +531.6% | +609.2% | +739.4% |
| All | +12,341.3% | +2,566.8% | +9,774.4% | +5,511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling