+80.4%
CLF vs AEM
+412.4%
-331.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +0.5% |
| 7D | +16.0% | -5.6% | +21.6% | +17.5% |
| 30D | +1.6% | -3.9% | +5.5% | +1.9% |
| 3M | +6.7% | -3.4% | +10.1% | +6.3% |
| 6M | +21.1% | -9.0% | +30.2% | +22.2% |
| YTD | -1.6% | +5.9% | -7.5% | -5.1% |
| 1Y | +18.5% | +4.0% | +14.5% | +14.8% |
| 3Y | -21.0% | +298.8% | -319.8% | -44.8% |
| 5Y | -41.4% | +250.7% | -292.1% | -58.8% |
| All | +80.4% | +412.4% | -331.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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