+11.8%
CLF vs AEM
+31.8%
-20.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -2.7% | +3.0% | -5.7% | -3.8% |
| 30D | -3.2% | +12.5% | -15.7% | -8.5% |
| 3M | -5.0% | +26.9% | -31.9% | -15.3% |
| 6M | +26.6% | -9.4% | +36.0% | +29.7% |
| YTD | -9.0% | +20.3% | -29.2% | -20.8% |
| 1Y | +11.8% | +33.8% | -21.9% | +2.0% |
| All | +11.8% | +31.8% | -20.0% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling