+216.3%
CLF vs AEE
+813.9%
-597.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +7.6% | +0.3% | +7.2% | +7.3% |
| 30D | -1.2% | -2.3% | +1.1% | +0.2% |
| 3M | -13.4% | +0.2% | -13.6% | -14.1% |
| 6M | +15.4% | -4.7% | +20.2% | +18.3% |
| YTD | -5.9% | +8.1% | -14.0% | -12.0% |
| 1Y | +18.8% | +8.5% | +10.3% | +10.5% |
| 3Y | -19.4% | +48.9% | -68.3% | -42.5% |
| 5Y | -47.7% | +39.9% | -87.6% | -61.9% |
| 10Y | +130.4% | +186.5% | -56.2% | -16.8% |
| All | +216.3% | +813.9% | -597.6% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling