-1.4%
CLX vs AEIS
+545.5%
-547.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -4.9% | +6.5% | -11.4% | -5.1% |
| 30D | -15.8% | -9.2% | -6.6% | -15.6% |
| 3M | -7.9% | -8.3% | +0.4% | -8.0% |
| 6M | -19.0% | -6.3% | -12.7% | -19.4% |
| YTD | -7.9% | +36.5% | -44.4% | -9.8% |
| 1Y | -25.4% | +84.8% | -110.1% | -28.0% |
| 3Y | -35.0% | +176.6% | -211.6% | -39.2% |
| 5Y | -36.8% | +237.1% | -273.9% | -41.9% |
| 10Y | -1.4% | +554.7% | -556.1% | -23.1% |
| All | -1.4% | +545.5% | -547.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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