+355.1%
AEM vs CLX
-3.7%
+358.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | -2.1% | -5.7% | +3.6% | -1.2% |
| 30D | +8.4% | -17.0% | +25.5% | +11.8% |
| 3M | +27.3% | -9.7% | +37.0% | +29.3% |
| 6M | -9.7% | -19.8% | +10.2% | -6.6% |
| YTD | +19.0% | -9.8% | +28.8% | +21.0% |
| 1Y | +31.5% | -26.2% | +57.7% | +37.6% |
| 3Y | +338.7% | -36.2% | +374.9% | +366.6% |
| 5Y | +307.4% | -38.3% | +345.8% | +331.1% |
| All | +355.1% | -3.7% | +358.7% | +352.2% |
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