+74.6%
CLF vs AIG
+67.5%
+7.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.5% |
| 7D | +10.4% | +6.6% | +3.8% | +5.6% |
| 30D | +0.6% | +7.0% | -6.5% | -4.7% |
| 3M | +4.1% | +9.7% | -5.6% | -3.2% |
| 6M | +15.1% | +10.8% | +4.3% | +5.3% |
| YTD | -4.7% | -1.3% | -3.5% | -5.8% |
| 1Y | +20.4% | +8.4% | +12.0% | +10.7% |
| 3Y | -23.4% | +39.0% | -62.4% | -42.9% |
| 5Y | -43.3% | +59.6% | -102.9% | -62.5% |
| All | +74.6% | +67.5% | +7.1% | -8.2% |
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