+210.2%
CLF vs AEE
+885.6%
-675.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +5.9% | +6.3% |
| 7D | -14.1% | +2.3% | -16.4% | -15.5% |
| 30D | -5.5% | +11.6% | -17.1% | -12.9% |
| 3M | 0.0% | +5.5% | -5.5% | -4.4% |
| 6M | +11.3% | +6.0% | +5.2% | +5.5% |
| YTD | -7.7% | +16.6% | -24.3% | -18.6% |
| 1Y | +17.5% | +12.1% | +5.5% | +6.6% |
| 3Y | -25.4% | +64.2% | -89.6% | -50.4% |
| 5Y | -46.0% | +59.1% | -105.1% | -64.1% |
| 10Y | +80.1% | +210.2% | -130.1% | -38.8% |
| All | +210.2% | +885.6% | -675.4% | -49.8% |
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 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