-33.6%
CLX vs AEE
+49.7%
-83.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -2.0% |
| 7D | -3.5% | +1.3% | -4.9% | -4.1% |
| 30D | -11.9% | -1.2% | -10.6% | -11.5% |
| 3M | -2.6% | +1.0% | -3.6% | -3.2% |
| 6M | -18.2% | -2.3% | -15.9% | -17.6% |
| YTD | -5.9% | +9.1% | -15.0% | -9.4% |
| 1Y | -23.8% | +10.6% | -34.4% | -27.1% |
| 3Y | -33.6% | +48.5% | -82.1% | -43.2% |
| All | -33.6% | +49.7% | -83.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling