+47.8%
AA vs CLX
+29.7%
+18.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.7% |
| 7D | +1.1% | +7.8% | -6.6% | +1.1% |
| 30D | -1.3% | +28.5% | -29.8% | -1.1% |
| 3M | -23.9% | +1.3% | -25.2% | -24.0% |
| 6M | -36.8% | +23.4% | -60.2% | -36.7% |
| YTD | -22.2% | +11.4% | -33.5% | -22.0% |
| 1Y | +10.4% | +6.9% | +3.4% | +10.5% |
| 3Y | +72.0% | -9.8% | +81.8% | +72.3% |
| 5Y | -15.6% | -22.7% | +7.1% | -16.4% |
| 10Y | +47.8% | +28.7% | +19.0% | +59.4% |
| All | +47.8% | +29.7% | +18.1% | +59.4% |
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