-13.7%
CLF vs AON
-3.6%
-10.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.2% |
| 7D | +6.5% | -3.2% | +9.7% | +7.3% |
| 30D | +0.2% | -11.9% | +12.1% | +2.8% |
| 3M | -3.1% | -2.9% | -0.2% | -2.9% |
| 6M | +25.0% | -6.8% | +31.9% | +26.5% |
| YTD | -7.5% | -10.1% | +2.6% | -5.1% |
| 1Y | +11.5% | -14.2% | +25.8% | +15.9% |
| 3Y | -13.7% | -3.3% | -10.4% | -10.7% |
| All | -13.7% | -3.6% | -10.0% | -10.7% |
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