+80.1%
CLF vs AME
+465.0%
-384.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.2% | +2.8% | +2.8% |
| 7D | -14.1% | -1.5% | -12.6% | -12.2% |
| 30D | -5.5% | -4.2% | -1.4% | -0.9% |
| 3M | 0.0% | -5.9% | +5.9% | +6.7% |
| 6M | +11.3% | +2.8% | +8.4% | +9.1% |
| YTD | -7.7% | +16.6% | -24.2% | -20.3% |
| 1Y | +17.5% | +22.1% | -4.6% | -3.1% |
| 3Y | -25.4% | +64.7% | -90.1% | -56.6% |
| 5Y | -46.0% | +76.6% | -122.6% | -70.6% |
| 10Y | +80.1% | +443.9% | -363.8% | -65.6% |
| All | +80.1% | +465.0% | -384.9% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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