+80.1%
CLF vs AEM
+366.3%
-286.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.8% | +2.2% | +5.8% |
| 7D | -14.1% | +17.8% | -31.9% | -17.8% |
| 30D | -5.5% | +6.2% | -11.8% | -7.4% |
| 3M | 0.0% | +12.5% | -12.5% | -3.9% |
| 6M | +11.3% | +4.4% | +6.8% | +8.7% |
| YTD | -7.7% | +19.2% | -26.9% | -13.2% |
| 1Y | +17.5% | +25.5% | -8.0% | +9.2% |
| 3Y | -25.4% | +346.4% | -371.9% | -48.7% |
| 5Y | -46.0% | +305.7% | -351.6% | -62.9% |
| 10Y | +80.1% | +375.9% | -295.8% | +15.5% |
| All | +80.1% | +366.3% | -286.3% | +15.5% |
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