+333.5%
CAT vs AFL
+134.0%
+199.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.8% |
| 7D | +5.6% | -0.7% | +6.3% | +5.9% |
| 30D | -2.3% | -7.1% | +4.8% | +0.8% |
| 3M | -10.0% | +0.4% | -10.4% | -10.9% |
| 6M | +21.2% | +4.5% | +16.7% | +17.2% |
| YTD | +44.4% | +6.1% | +38.4% | +38.2% |
| 1Y | +96.3% | +10.6% | +85.7% | +82.8% |
| 3Y | +203.9% | +64.0% | +139.9% | +113.2% |
| 5Y | +333.5% | +133.7% | +199.8% | +123.9% |
| All | +333.5% | +134.0% | +199.5% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling