-47.0%
CLF vs AEM
+297.7%
-344.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +6.5% | +4.3% | +2.2% | +5.0% |
| 30D | +0.2% | +13.1% | -12.9% | -4.6% |
| 3M | -3.1% | +24.8% | -27.9% | -11.2% |
| 6M | +25.0% | -8.2% | +33.3% | +26.9% |
| YTD | -7.5% | +19.8% | -27.3% | -15.0% |
| 1Y | +11.5% | +32.1% | -20.5% | -0.4% |
| 3Y | -13.7% | +348.2% | -361.9% | -50.6% |
| 5Y | -47.0% | +297.5% | -344.4% | -69.9% |
| All | -47.0% | +297.7% | -344.7% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling