+501.8%
CLX vs AEE
+881.3%
-379.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +8.5% | +0.6% | +7.9% | +8.3% |
| 30D | +30.0% | +8.8% | +21.2% | +26.0% |
| 3M | +3.8% | +5.1% | -1.3% | +1.9% |
| 6M | +24.6% | +5.2% | +19.5% | +22.3% |
| YTD | +12.8% | +16.1% | -3.3% | +6.5% |
| 1Y | +8.6% | +10.4% | -1.8% | +4.5% |
| 3Y | -8.6% | +63.1% | -71.8% | -24.4% |
| 5Y | -21.8% | +55.6% | -77.3% | -34.6% |
| 10Y | +30.4% | +217.1% | -186.8% | -19.0% |
| All | +501.8% | +881.3% | -379.5% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling