+67.2%
AEP vs CLX
-38.5%
+105.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -0.9% | -5.7% | +4.8% | +0.2% |
| 30D | -1.1% | -17.0% | +16.0% | +2.5% |
| 3M | -3.3% | -9.7% | +6.4% | -1.7% |
| 6M | -4.6% | -19.8% | +15.2% | -0.7% |
| YTD | +9.4% | -9.8% | +19.3% | +10.7% |
| 1Y | +16.9% | -26.2% | +43.1% | +23.8% |
| 3Y | +76.6% | -36.2% | +112.8% | +92.0% |
| All | +67.2% | -38.5% | +105.7% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling