+25,808.1%
CAT vs AEP
+2,223.4%
+23,584.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.7% | +1.8% | -0.1% | +1.0% |
| 30D | -6.6% | -0.8% | -5.8% | -6.3% |
| 3M | -13.3% | -1.8% | -11.5% | -12.9% |
| 6M | +11.6% | -5.4% | +17.0% | +13.8% |
| YTD | +42.9% | +10.4% | +32.5% | +37.3% |
| 1Y | +95.4% | +18.2% | +77.3% | +82.9% |
| 3Y | +196.6% | +79.0% | +117.6% | +132.1% |
| 5Y | +321.7% | +64.8% | +256.8% | +236.6% |
| 10Y | +1,140.8% | +170.8% | +969.9% | +683.7% |
| All | +25,808.1% | +2,223.4% | +23,584.7% | +6,080.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling