-34.0%
CLF vs AEIS
+117.1%
-151.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -1.1% |
| 7D | -19.6% | -11.3% | -8.3% | -15.2% |
| 30D | -5.0% | -32.6% | +27.6% | +12.8% |
| 3M | -6.3% | -39.2% | +32.9% | +15.2% |
| 6M | +2.8% | -45.4% | +48.1% | +28.9% |
| YTD | -13.7% | -5.8% | -7.9% | -24.1% |
| 1Y | +13.6% | -10.0% | +23.6% | +2.4% |
| 3Y | -34.0% | +121.2% | -155.1% | -65.8% |
| All | -34.0% | +117.1% | -151.1% | -65.8% |
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