+333.5%
CAT vs AEM
+297.7%
+35.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.3% |
| 7D | +5.6% | +4.3% | +1.2% | +4.7% |
| 30D | -2.3% | +13.1% | -15.5% | -4.8% |
| 3M | -10.0% | +24.8% | -34.8% | -14.1% |
| 6M | +21.2% | -8.2% | +29.5% | +21.7% |
| YTD | +44.4% | +19.8% | +24.6% | +38.9% |
| 1Y | +96.3% | +32.1% | +64.2% | +85.9% |
| 3Y | +203.9% | +348.2% | -144.3% | +131.2% |
| 5Y | +333.5% | +297.5% | +36.0% | +223.2% |
| All | +333.5% | +297.7% | +35.8% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling