-34.0%
CLF vs AEM
+311.2%
-345.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | -19.6% | +15.8% | -35.4% | -23.4% |
| 30D | -5.0% | +6.2% | -11.2% | -7.2% |
| 3M | -6.3% | +14.3% | -20.6% | -11.5% |
| 6M | +2.8% | +1.4% | +1.4% | +0.7% |
| YTD | -13.7% | +13.7% | -27.4% | -19.3% |
| 1Y | +13.6% | +21.3% | -7.7% | +4.3% |
| 3Y | -34.0% | +309.9% | -343.9% | -57.3% |
| All | -34.0% | +311.2% | -345.2% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling