+80.5%
AEP vs CLF
-51.2%
+131.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -2.8% | -19.6% | +16.8% | -2.4% |
| 30D | +3.6% | -5.0% | +8.6% | +3.7% |
| 3M | +1.8% | -6.3% | +8.1% | +1.8% |
| 6M | -3.1% | +2.8% | -5.9% | -3.5% |
| YTD | +12.2% | -13.7% | +26.0% | +12.0% |
| 1Y | +9.1% | +13.6% | -4.4% | +8.0% |
| 3Y | +77.9% | -34.0% | +111.9% | +80.3% |
| All | +80.5% | -51.2% | +131.8% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling