-13.3%
CLF vs AEIS
+157.5%
-170.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.7% |
| 7D | +7.6% | +3.0% | +4.6% | +6.1% |
| 30D | -1.2% | -14.6% | +13.5% | +5.6% |
| 3M | -13.4% | -12.4% | -0.9% | -11.3% |
| 6M | +15.4% | -15.0% | +30.4% | +16.4% |
| YTD | -5.9% | +34.3% | -40.2% | -28.3% |
| 1Y | +18.8% | +87.4% | -68.5% | -27.4% |
| All | -13.3% | +157.5% | -170.8% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling