+1,157.1%
CAT vs AEM
+349.9%
+807.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +2.9% | +3.0% | -0.1% | +2.6% |
| 30D | -2.6% | +12.5% | -15.1% | -4.1% |
| 3M | -10.7% | +26.9% | -37.6% | -13.4% |
| 6M | +16.1% | -9.4% | +25.6% | +16.6% |
| YTD | +43.2% | +20.3% | +23.0% | +39.8% |
| 1Y | +96.8% | +33.8% | +63.0% | +90.2% |
| 3Y | +201.4% | +349.8% | -148.5% | +159.0% |
| 5Y | +332.7% | +301.0% | +31.7% | +270.7% |
| 10Y | +1,157.1% | +376.1% | +781.0% | +957.8% |
| All | +1,157.1% | +349.9% | +807.2% | +957.8% |
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