+61.6%
AG vs CLX
-3.7%
+65.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -6.7% | -5.7% | -1.0% | -6.3% |
| 30D | +2.2% | -17.0% | +19.2% | +3.7% |
| 3M | +15.7% | -9.7% | +25.4% | +16.7% |
| 6M | -23.8% | -19.8% | -4.0% | -22.5% |
| YTD | +17.6% | -9.8% | +27.5% | +19.2% |
| 1Y | +88.6% | -26.2% | +114.8% | +93.1% |
| 3Y | +253.4% | -36.2% | +289.6% | +265.4% |
| 5Y | +62.4% | -38.3% | +100.8% | +66.9% |
| All | +61.6% | -3.7% | +65.3% | +53.2% |
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