+17,723.7%
CAT vs AEM
+3,304.9%
+14,418.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -10.3% | +15.8% | -26.1% | -11.4% |
| 30D | -31.2% | +6.2% | -37.4% | -31.6% |
| 3M | -34.7% | +14.3% | -49.0% | -35.4% |
| 6M | -39.5% | +1.4% | -40.9% | -39.7% |
| YTD | -1.7% | +13.7% | -15.4% | -3.0% |
| 1Y | -1.1% | +21.3% | -22.4% | -2.9% |
| 3Y | +143.9% | +309.9% | -166.0% | +118.7% |
| 5Y | +194.8% | +301.0% | -106.2% | +162.9% |
| 10Y | +739.8% | +344.0% | +395.7% | +627.9% |
| All | +17,723.7% | +3,304.9% | +14,418.8% | +14,600.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling