-47.0%
CLF vs AIG
+53.5%
-100.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.4% |
| 7D | +6.5% | -1.6% | +8.1% | +7.6% |
| 30D | +0.2% | -5.2% | +5.4% | +3.7% |
| 3M | -3.1% | +1.5% | -4.5% | -4.6% |
| 6M | +25.0% | -3.9% | +29.0% | +27.1% |
| YTD | -7.5% | -11.6% | +4.2% | -0.7% |
| 1Y | +11.5% | -2.9% | +14.5% | +10.8% |
| 3Y | -13.7% | +33.7% | -47.4% | -34.1% |
| 5Y | -47.0% | +52.7% | -99.6% | -65.8% |
| All | -47.0% | +53.5% | -100.5% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling