-25.4%
CLF vs AON
+4.5%
-30.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +6.9% |
| 7D | -14.1% | +0.7% | -14.8% | -14.2% |
| 30D | -5.5% | +23.1% | -28.6% | -8.6% |
| 3M | 0.0% | -6.0% | +6.0% | +1.5% |
| 6M | +11.3% | +7.9% | +3.4% | +9.4% |
| YTD | -7.7% | -4.1% | -3.5% | -6.1% |
| 1Y | +17.5% | -2.3% | +19.9% | +18.9% |
| 3Y | -25.4% | +3.4% | -28.9% | -23.3% |
| All | -25.4% | +4.5% | -30.0% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling