This issue is threefold:
1) The AEM hot air intake is the first part of the problem. Often the factory induction system is fully capable of providing more than adequate airflow to a stock or mostly stock engine. "Cold Air Intakes" are rarely that, and the polished aluminum tubing acts more as a heat sink for the heat generated in the engine compartment, increasing the temperature of the intake charge. These systems also draw their air from an already hot engine compartment, compounding the problem. The factory airbox draws its air from the wheel well, cowl, or front airdam and is much cooler and denser than that found in the engine compartment. All these factors will contribute to a loss of power to the wheels but an increase in perceived power due to that "intake sound" that one gets with an aftermarket intake.
2) The GReddy cat back. What Jim calls a loss of backpressure I call a loss of exhaust velocity. This occurs because the increased pipe diameter, while increasing maximum flow, will decrease low speed exhaust flow due to loss of velocity through the pipe. This causes a decrease in low speed torque (or an upward shift of the power curve, however you like to see it) with, at best, a corresponding increase in top end power. The exhaust system also generates a sound pleasing to the user, who gets on the throttle more often to hear and show off this newfound noise generator. Due to the loss of low end torque, the user also has to maintain higher RPM's longer to generate the same power as before. These factors lead to a decrease in fuel economy (as seen by Jim in truck owners).
3) The tune. The real question is, is this a custom tune created with the car on a chassis dyno, or is a canned tune from a "tuner"? And why is the timing still stock? If this is a power tune, then it would make sense to bring in as much timing as soon as the engine will allow (avoiding detonation) to generate power, along with a remap of the fuel curve. Something make me think this "tune" may not be much better than tricking the ECT sensor or the MAP sensor to make the engine dump more fuel for more "power", while simultaneously decreasing power under the curve, fuel economy, and the size of your wallet.
My recommendations: Dump the CAI and the tune and keep your foot out of it and you should be able to improve your fuel economy. If you really think that the AEM is gaining you power, do a little test. Hook a vacuum gauge to the intake tube and attach it to the windshield so that you (or preferably a passenger) can see it while driving. Take the car on a few WOT runs and see if it ever moves. If it doesn't, then the tube is not a restriction and can be left alone. My $1.50...
