-35.1%
CAT vs AEP
-1.1%
-34.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.8% |
| 7D | -2.4% | -1.5% | -0.9% | -2.2% |
| 30D | -25.0% | +4.5% | -29.5% | -25.9% |
| 3M | -28.7% | +2.8% | -31.6% | -29.4% |
| All | -35.1% | -1.1% | -34.0% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling