-25.4%
CLF vs AIG
+35.3%
-60.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +5.9% |
| 7D | -14.1% | -3.4% | -10.7% | -12.8% |
| 30D | -5.5% | +3.4% | -8.9% | -7.5% |
| 3M | 0.0% | +1.7% | -1.7% | -1.3% |
| 6M | +11.3% | +5.7% | +5.6% | +7.2% |
| YTD | -7.7% | -5.1% | -2.6% | -6.0% |
| 1Y | +17.5% | +6.1% | +11.5% | +12.1% |
| 3Y | -25.4% | +35.5% | -60.9% | -38.9% |
| All | -25.4% | +35.3% | -60.8% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling