+3,119.8%
AEM vs CLX
+2,867.3%
+252.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | 0.0% |
| 7D | -6.8% | +9.5% | -16.4% | -7.2% |
| 30D | +0.8% | +30.7% | -29.9% | -0.4% |
| 3M | -0.8% | +4.2% | -5.1% | -1.1% |
| 6M | -8.5% | +22.1% | -30.6% | -9.4% |
| YTD | +5.9% | +14.1% | -8.1% | +5.3% |
| 1Y | +6.6% | +10.3% | -3.7% | +6.1% |
| 3Y | +302.2% | -7.8% | +310.0% | +302.0% |
| 5Y | +250.8% | -20.8% | +271.6% | +251.5% |
| 10Y | +406.1% | +31.9% | +374.2% | +410.7% |
| All | +3,119.8% | +2,867.3% | +252.5% | +5,094.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling