+695.3%
CAT vs AEP
+206.5%
+488.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.3% | +2.5% | +6.9% | +8.6% |
| 30D | -21.5% | +3.4% | -24.9% | -22.3% |
| 3M | -29.1% | +4.2% | -33.3% | -30.0% |
| 6M | -33.4% | -0.8% | -32.6% | -33.3% |
| YTD | +6.6% | +15.2% | -8.7% | +2.1% |
| 1Y | +6.5% | +8.3% | -1.8% | +3.8% |
| 3Y | +162.7% | +84.2% | +78.5% | +115.1% |
| 5Y | +214.2% | +87.8% | +126.4% | +154.0% |
| All | +695.3% | +206.5% | +488.8% | +569.1% |
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