-35.7%
CLX vs AEIS
+228.8%
-264.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.6% |
| 7D | -3.5% | +8.1% | -11.7% | -3.8% |
| 30D | -11.9% | -11.1% | -0.7% | -11.6% |
| 3M | -2.6% | -5.6% | +3.0% | -3.0% |
| 6M | -18.2% | -0.6% | -17.5% | -18.8% |
| YTD | -5.9% | +38.0% | -43.9% | -7.9% |
| 1Y | -23.8% | +87.2% | -111.1% | -26.8% |
| 3Y | -33.6% | +179.7% | -213.3% | -39.0% |
| 5Y | -35.7% | +241.7% | -277.4% | -43.6% |
| All | -35.7% | +228.8% | -264.5% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling