+127.6%
CLF vs AEE
+186.8%
-59.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.7% | +1.1% | -3.7% | -3.0% |
| 30D | -3.2% | 0.0% | -3.2% | -3.3% |
| 3M | -5.0% | -0.9% | -4.0% | -4.9% |
| 6M | +26.6% | -2.4% | +29.0% | +27.3% |
| YTD | -9.0% | +8.6% | -17.6% | -12.1% |
| 1Y | +11.8% | +10.2% | +1.7% | +7.4% |
| 3Y | -15.1% | +47.8% | -62.9% | -28.0% |
| 5Y | -48.2% | +40.1% | -88.3% | -55.3% |
| 10Y | +127.6% | +195.0% | -67.4% | +73.9% |
| All | +127.6% | +186.8% | -59.2% | +73.9% |
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