+688.6%
CAT vs AEM
+412.5%
+276.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +7.4% | -6.8% | +14.3% | +8.4% |
| 30D | -19.7% | +0.8% | -20.5% | -19.8% |
| 3M | -29.6% | -0.8% | -28.8% | -29.7% |
| 6M | -33.2% | -8.5% | -24.7% | -32.9% |
| YTD | +5.7% | +5.9% | -0.3% | +4.5% |
| 1Y | +9.3% | +6.6% | +2.7% | +8.0% |
| 3Y | +158.3% | +302.2% | -143.9% | +124.6% |
| 5Y | +211.6% | +250.8% | -39.2% | +170.3% |
| All | +688.6% | +412.5% | +276.1% | +561.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling