-13.3%
CLF vs AEE
+49.6%
-62.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +7.6% | +0.3% | +7.2% | +7.5% |
| 30D | -1.2% | -2.3% | +1.1% | -0.9% |
| 3M | -13.4% | +0.2% | -13.6% | -13.4% |
| 6M | +15.4% | -4.7% | +20.2% | +16.1% |
| YTD | -5.9% | +8.1% | -14.0% | -7.1% |
| 1Y | +18.8% | +8.5% | +10.3% | +17.3% |
| All | -13.3% | +49.6% | -62.9% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling