+8.3%
AEP vs CLF
+26.4%
-18.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +2.5% | +16.0% | -13.5% | +2.4% |
| 30D | +3.4% | +1.6% | +1.7% | +3.3% |
| 3M | +4.2% | +6.7% | -2.5% | +4.2% |
| 6M | -0.8% | +21.1% | -21.9% | -1.1% |
| YTD | +15.2% | -1.6% | +16.8% | +13.4% |
| 1Y | +8.3% | +18.5% | -10.2% | +3.1% |
| All | +8.3% | +26.4% | -18.1% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling