-13.7%
CLF vs AFL
+64.2%
-77.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.0% |
| 7D | +6.5% | -0.7% | +7.2% | +6.8% |
| 30D | +0.2% | -7.1% | +7.4% | +3.0% |
| 3M | -3.1% | +0.4% | -3.5% | -3.5% |
| 6M | +25.0% | +4.5% | +20.5% | +22.0% |
| YTD | -7.5% | +6.1% | -13.5% | -9.8% |
| 1Y | +11.5% | +10.6% | +1.0% | +6.4% |
| 3Y | -13.7% | +64.0% | -77.7% | -34.4% |
| All | -13.7% | +64.2% | -77.9% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling