-34.0%
CLF vs AEE
+57.7%
-91.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -19.6% | +2.1% | -21.7% | -19.7% |
| 30D | -5.0% | +11.4% | -16.4% | -6.0% |
| 3M | -6.3% | +5.0% | -11.3% | -6.6% |
| 6M | +2.8% | +4.4% | -1.7% | +2.6% |
| YTD | -13.7% | +15.4% | -29.1% | -15.2% |
| 1Y | +13.6% | +13.8% | -0.2% | +11.9% |
| 3Y | -34.0% | +58.0% | -92.0% | -39.1% |
| All | -34.0% | +57.7% | -91.7% | -39.1% |
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