+183.3%
CAT vs AEP
+77.9%
+105.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | -2.8% | -7.5% | -9.6% |
| 30D | -31.2% | +3.6% | -34.8% | -31.9% |
| 3M | -34.7% | +1.8% | -36.4% | -35.0% |
| 6M | -39.5% | -3.1% | -36.4% | -39.1% |
| YTD | -1.7% | +12.2% | -13.9% | -4.6% |
| 1Y | -1.1% | +9.1% | -10.3% | -3.4% |
| 3Y | +143.9% | +77.9% | +66.0% | +104.5% |
| All | +183.3% | +77.9% | +105.4% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling