+674.0%
CAT vs AEM
+356.4%
+317.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.8% | -1.8% |
| 7D | -6.3% | +13.9% | -20.2% | -7.9% |
| 30D | -26.8% | +0.8% | -27.6% | -26.9% |
| 3M | -30.0% | +5.8% | -35.8% | -30.7% |
| 6M | -34.6% | -1.0% | -33.6% | -34.9% |
| YTD | +2.9% | +13.1% | -10.2% | +1.0% |
| 1Y | +3.3% | +14.4% | -11.1% | +1.2% |
| 3Y | +153.7% | +325.7% | -172.0% | +119.2% |
| 5Y | +207.3% | +273.7% | -66.5% | +164.7% |
| 10Y | +674.0% | +390.1% | +283.9% | +539.5% |
| All | +674.0% | +356.4% | +317.6% | +539.5% |
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