+80.1%
CLF vs AEIS
+358.4%
-278.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +11.3% | -4.3% | +1.0% |
| 7D | -14.1% | +1.0% | -15.1% | -14.8% |
| 30D | -5.5% | -24.0% | +18.5% | +8.1% |
| 3M | 0.0% | -32.5% | +32.5% | +20.1% |
| 6M | +11.3% | -38.6% | +49.8% | +35.1% |
| YTD | -7.7% | +4.8% | -12.5% | -20.7% |
| 1Y | +17.5% | +1.3% | +16.2% | +2.7% |
| 3Y | -25.4% | +159.2% | -184.7% | -63.8% |
| 5Y | -46.0% | +140.8% | -186.8% | -73.4% |
| 10Y | +80.1% | +349.8% | -269.7% | -45.2% |
| All | +80.1% | +358.4% | -278.4% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling