-13.3%
CLF vs AIG
+37.6%
-50.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +7.6% | -0.9% | +8.5% | +8.1% |
| 30D | -1.2% | -4.9% | +3.7% | +1.3% |
| 3M | -13.4% | +4.5% | -17.8% | -15.8% |
| 6M | +15.4% | -1.4% | +16.9% | +15.5% |
| YTD | -5.9% | -9.8% | +3.9% | -1.2% |
| 1Y | +18.8% | -4.5% | +23.3% | +19.7% |
| All | -13.3% | +37.6% | -50.9% | -34.7% |
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 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