+1,009.0%
CLX vs AEIS
+2,566.8%
-1,557.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | -9.2% | +3.0% | -12.2% | -9.4% |
| 30D | -11.0% | -14.6% | +3.6% | -10.5% |
| 3M | +5.0% | -12.4% | +17.5% | +5.2% |
| 6M | -18.8% | -15.0% | -3.9% | -18.7% |
| YTD | -4.4% | +34.3% | -38.7% | -6.4% |
| 1Y | -21.9% | +87.4% | -109.2% | -24.9% |
| 3Y | -32.8% | +139.8% | -172.5% | -36.6% |
| 5Y | -34.6% | +220.7% | -255.3% | -39.6% |
| 10Y | -4.7% | +531.6% | -536.3% | -17.1% |
| All | +1,009.0% | +2,566.8% | -1,557.8% | +740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling