+47.5%
CLF vs AAOX
-92.4%
+139.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.9% | -2.0% | +6.4% |
| 7D | -14.1% | -35.9% | +21.8% | -12.1% |
| 30D | -5.5% | -81.6% | +76.1% | +1.7% |
| 3M | 0.0% | -90.3% | +90.3% | +9.2% |
| 6M | +11.3% | -95.7% | +106.9% | +21.0% |
| All | +47.5% | -92.4% | +139.9% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling