+96.3%
CAT vs AEP
+19.5%
+76.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +5.6% | +2.0% | +3.6% | +4.5% |
| 30D | -2.3% | +0.5% | -2.9% | -2.7% |
| 3M | -10.0% | -0.3% | -9.7% | -10.3% |
| 6M | +21.2% | -3.5% | +24.7% | +23.0% |
| YTD | +44.4% | +11.3% | +33.2% | +35.5% |
| 1Y | +96.3% | +20.2% | +76.1% | +85.0% |
| All | +96.3% | +19.5% | +76.8% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling