+83.5%
CLF vs AIG
+72.2%
+11.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +2.5% |
| 7D | -9.1% | +2.2% | -11.3% | -10.5% |
| 30D | -0.9% | +6.9% | -7.8% | -6.1% |
| 3M | +3.0% | +6.8% | -3.8% | -2.4% |
| 6M | +16.7% | +9.2% | +7.5% | +7.8% |
| YTD | -3.2% | -1.9% | -1.2% | -3.8% |
| 1Y | +24.6% | +9.7% | +15.0% | +13.6% |
| 3Y | -22.3% | +37.9% | -60.2% | -41.8% |
| 5Y | -41.2% | +56.8% | -98.0% | -60.6% |
| 10Y | +83.5% | +67.6% | +15.9% | -6.7% |
| All | +83.5% | +72.2% | +11.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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