-36.8%
CLX vs AEE
+39.2%
-75.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.0% |
| 7D | -4.9% | +1.1% | -6.0% | -5.4% |
| 30D | -15.8% | 0.0% | -15.8% | -15.9% |
| 3M | -7.9% | -0.9% | -7.0% | -7.7% |
| 6M | -19.0% | -2.4% | -16.6% | -18.4% |
| YTD | -7.9% | +8.6% | -16.6% | -11.3% |
| 1Y | -25.4% | +10.2% | -35.5% | -28.6% |
| 3Y | -35.0% | +47.8% | -82.8% | -45.1% |
| 5Y | -36.8% | +40.1% | -76.9% | -46.5% |
| All | -36.8% | +39.2% | -75.9% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling