+54.5%
CLF vs AAOX
-89.3%
+143.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -15.0% | +5.8% | -8.4% |
| 7D | -7.9% | -50.3% | +42.4% | -4.8% |
| 30D | +5.2% | -79.8% | +85.1% | +12.4% |
| 3M | +4.3% | -85.9% | +90.2% | +11.8% |
| 6M | +25.3% | -95.7% | +120.9% | +36.4% |
| All | +54.5% | -89.3% | +143.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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