-33.6%
CLX vs AEIS
+173.5%
-207.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.6% |
| 7D | -3.5% | +8.1% | -11.7% | -3.6% |
| 30D | -11.9% | -11.1% | -0.7% | -11.8% |
| 3M | -2.6% | -5.6% | +3.0% | -2.9% |
| 6M | -18.2% | -0.6% | -17.5% | -18.5% |
| YTD | -5.9% | +38.0% | -43.9% | -6.3% |
| 1Y | -23.8% | +87.2% | -111.1% | -24.7% |
| 3Y | -33.6% | +179.7% | -213.3% | -37.9% |
| All | -33.6% | +173.5% | -207.1% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling