+2,319.9%
AEP vs CLX
+2,867.3%
-547.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +2.9% | +9.5% | -6.6% | +0.5% |
| 30D | +3.2% | +30.7% | -27.5% | -3.7% |
| 3M | +3.8% | +4.2% | -0.4% | +2.4% |
| 6M | +2.5% | +22.1% | -19.6% | -3.3% |
| YTD | +15.5% | +14.1% | +1.4% | +10.2% |
| 1Y | +9.6% | +10.3% | -0.7% | +5.4% |
| 3Y | +91.2% | -7.8% | +99.0% | +90.9% |
| 5Y | +88.2% | -20.8% | +109.0% | +92.0% |
| 10Y | +205.1% | +31.9% | +173.2% | +168.7% |
| All | +2,319.9% | +2,867.3% | -547.3% | +993.6% |
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