+18.8%
CLF vs AEM
+22.8%
-4.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.8% | +2.2% | +5.6% |
| 7D | -14.1% | +17.8% | -31.9% | -18.5% |
| 30D | -5.5% | +6.2% | -11.8% | -7.3% |
| 3M | 0.0% | +12.5% | -12.5% | -4.8% |
| 6M | +11.3% | +4.4% | +6.8% | +8.5% |
| YTD | -7.7% | +19.2% | -26.9% | -19.5% |
| All | +18.8% | +22.8% | -4.0% | +1.5% |
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 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