-47.0%
CLF vs AEE
+43.4%
-90.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -2.0% |
| 7D | +6.5% | +1.3% | +5.2% | +6.1% |
| 30D | +0.2% | -1.2% | +1.5% | +0.5% |
| 3M | -3.1% | +1.0% | -4.1% | -3.6% |
| 6M | +25.0% | -2.3% | +27.3% | +25.6% |
| YTD | -7.5% | +9.1% | -16.6% | -10.5% |
| 1Y | +11.5% | +10.6% | +1.0% | +7.3% |
| 3Y | -13.7% | +48.5% | -62.2% | -26.5% |
| 5Y | -47.0% | +39.9% | -86.8% | -53.8% |
| All | -47.0% | +43.4% | -90.4% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling