-23.4%
CLX vs AEIS
+143.1%
-166.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.3% | -5.7% | +5.3% |
| 7D | +17.4% | +1.0% | +16.4% | +17.2% |
| 30D | +27.8% | -24.0% | +51.8% | +28.3% |
| 3M | +3.0% | -32.5% | +35.5% | +3.7% |
| 6M | +17.5% | -38.6% | +56.1% | +18.3% |
| YTD | +10.0% | +4.8% | +5.1% | +8.0% |
| 1Y | +3.3% | +1.3% | +2.0% | +1.5% |
| 3Y | -10.1% | +159.2% | -169.4% | -18.7% |
| All | -23.4% | +143.1% | -166.5% | -32.5% |
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