+1,157.1%
CAT vs AFL
+297.3%
+859.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | +2.9% | -2.1% | +5.1% | +4.1% |
| 30D | -2.6% | -5.4% | +2.8% | +0.2% |
| 3M | -10.7% | -0.3% | -10.4% | -11.2% |
| 6M | +16.1% | +5.2% | +10.9% | +11.7% |
| YTD | +43.2% | +5.7% | +37.6% | +37.1% |
| 1Y | +96.8% | +10.2% | +86.6% | +83.2% |
| 3Y | +201.4% | +63.4% | +137.9% | +118.3% |
| 5Y | +332.7% | +133.0% | +199.7% | +153.5% |
| 10Y | +1,157.1% | +299.5% | +857.6% | +445.1% |
| All | +1,157.1% | +297.3% | +859.8% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling