+127.6%
CLF vs AON
+200.0%
-72.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | +0.5% |
| 7D | -2.7% | -7.9% | +5.3% | +2.3% |
| 30D | -3.2% | -14.6% | +11.4% | +5.8% |
| 3M | -5.0% | -7.9% | +3.0% | -1.7% |
| 6M | +26.6% | -8.0% | +34.6% | +29.8% |
| YTD | -9.0% | -13.2% | +4.3% | -3.1% |
| 1Y | +11.8% | -16.4% | +28.3% | +21.2% |
| 3Y | -15.1% | -6.7% | -8.4% | -17.3% |
| 5Y | -48.2% | +8.0% | -56.2% | -55.0% |
| 10Y | +127.6% | +205.6% | -78.0% | -1.3% |
| All | +127.6% | +200.0% | -72.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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