+696.9%
CLF vs AFL
+18,874.7%
-18,177.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +7.6% | +0.6% | +7.0% | +7.3% |
| 30D | -1.2% | -6.2% | +5.0% | +2.0% |
| 3M | -13.4% | +2.2% | -15.6% | -14.6% |
| 6M | +15.4% | +5.3% | +10.1% | +11.9% |
| YTD | -5.9% | +8.0% | -13.8% | -9.8% |
| 1Y | +18.8% | +10.2% | +8.6% | +12.1% |
| 3Y | -19.4% | +67.1% | -86.5% | -39.2% |
| 5Y | -47.7% | +135.6% | -183.3% | -66.4% |
| 10Y | +130.4% | +299.4% | -169.0% | +19.8% |
| All | +696.9% | +18,874.7% | -18,177.8% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling