+169.3%
AEP vs CLF
+108.7%
+60.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | +2.0% | +6.5% | -4.5% | +1.8% |
| 30D | +0.5% | +0.2% | +0.3% | +0.5% |
| 3M | -0.3% | -3.1% | +2.8% | -0.4% |
| 6M | -3.5% | +25.0% | -28.5% | -4.3% |
| YTD | +11.3% | -7.5% | +18.7% | +11.0% |
| 1Y | +20.2% | +11.5% | +8.7% | +19.0% |
| 3Y | +79.8% | -13.7% | +93.5% | +77.9% |
| 5Y | +65.6% | -47.0% | +112.5% | +65.2% |
| 10Y | +169.3% | +116.3% | +53.0% | +138.5% |
| All | +169.3% | +108.7% | +60.6% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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