+1,139.8%
CAT vs AEP
+177.9%
+961.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +2.9% | +0.9% | +2.0% | +2.7% |
| 30D | -2.6% | +1.5% | -4.1% | -3.1% |
| 3M | -10.7% | -1.7% | -9.0% | -10.3% |
| 6M | +16.1% | -4.0% | +20.2% | +17.4% |
| YTD | +43.2% | +10.6% | +32.6% | +39.1% |
| 1Y | +96.8% | +18.6% | +78.2% | +87.6% |
| 3Y | +201.4% | +78.7% | +122.7% | +150.6% |
| 5Y | +332.7% | +65.1% | +267.6% | +266.4% |
| All | +1,139.8% | +177.9% | +961.9% | +987.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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