+132.3%
AA vs CLX
-3.8%
+136.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.0% |
| 7D | -0.6% | -4.9% | +4.3% | -0.7% |
| 30D | -1.6% | -15.8% | +14.3% | -1.7% |
| 3M | -29.8% | -7.9% | -21.9% | -29.8% |
| 6M | -16.6% | -19.0% | +2.4% | -16.7% |
| YTD | -4.0% | -7.9% | +3.9% | -3.9% |
| 1Y | +63.5% | -25.4% | +88.9% | +63.6% |
| 3Y | +86.8% | -35.0% | +121.8% | +86.0% |
| 5Y | +12.4% | -36.8% | +49.1% | +11.3% |
| 10Y | +132.3% | -1.4% | +133.8% | +144.4% |
| All | +132.3% | -3.8% | +136.2% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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