+2,314.9%
AEP vs CLX
+2,833.1%
-518.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | +2.5% | +8.5% | -6.1% | +0.3% |
| 30D | +3.4% | +30.0% | -26.6% | -3.4% |
| 3M | +4.2% | +3.8% | +0.4% | +2.9% |
| 6M | -0.8% | +24.6% | -25.4% | -7.0% |
| YTD | +15.2% | +12.8% | +2.5% | +10.3% |
| 1Y | +8.3% | +8.6% | -0.3% | +4.6% |
| 3Y | +84.2% | -8.6% | +92.8% | +84.3% |
| 5Y | +87.8% | -21.8% | +109.6% | +92.2% |
| 10Y | +204.4% | +30.4% | +174.1% | +168.9% |
| All | +2,314.9% | +2,833.1% | -518.2% | +994.5% |
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