+127.6%
CLF vs AFL
+297.3%
-169.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | -2.7% | -2.1% | -0.5% | -0.9% |
| 30D | -3.2% | -5.4% | +2.2% | +1.3% |
| 3M | -5.0% | -0.3% | -4.7% | -5.4% |
| 6M | +26.6% | +5.2% | +21.4% | +19.9% |
| YTD | -9.0% | +5.7% | -14.6% | -14.0% |
| 1Y | +11.8% | +10.2% | +1.6% | +1.1% |
| 3Y | -15.1% | +63.4% | -78.5% | -48.1% |
| 5Y | -48.2% | +133.0% | -181.2% | -77.2% |
| 10Y | +127.6% | +299.5% | -171.9% | -34.7% |
| All | +127.6% | +297.3% | -169.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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