+80.4%
CLF vs AEE
+219.0%
-138.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +16.0% | +0.6% | +15.3% | +15.7% |
| 30D | +1.6% | +8.8% | -7.2% | -1.5% |
| 3M | +6.7% | +5.1% | +1.6% | +4.6% |
| 6M | +21.1% | +5.2% | +16.0% | +18.5% |
| YTD | -1.6% | +16.1% | -17.7% | -7.3% |
| 1Y | +18.5% | +10.4% | +8.1% | +13.6% |
| 3Y | -21.0% | +63.1% | -84.2% | -35.5% |
| 5Y | -41.4% | +55.6% | -97.0% | -51.3% |
| All | +80.4% | +219.0% | -138.6% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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