+18,551.4%
CAT vs AEP
+2,285.7%
+16,265.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -6.3% | -1.6% | -4.8% | -5.7% |
| 30D | -26.8% | +4.1% | -30.9% | -28.0% |
| 3M | -30.0% | +4.1% | -34.1% | -31.2% |
| 6M | -34.6% | -1.0% | -33.6% | -34.5% |
| YTD | +2.9% | +13.4% | -10.5% | -2.2% |
| 1Y | +3.3% | +6.7% | -3.4% | +0.3% |
| 3Y | +153.7% | +81.3% | +72.4% | +97.6% |
| 5Y | +207.3% | +80.1% | +127.2% | +137.0% |
| 10Y | +674.0% | +200.9% | +473.1% | +369.3% |
| All | +18,551.4% | +2,285.7% | +16,265.7% | +4,300.9% |
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 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