+31.8%
CLX vs AFL
+339.8%
-308.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +9.5% | +2.9% | +6.6% | +9.1% |
| 30D | +30.7% | +8.0% | +22.7% | +29.6% |
| 3M | +4.2% | +5.9% | -1.7% | +3.5% |
| 6M | +22.1% | +11.6% | +10.5% | +20.5% |
| YTD | +14.1% | +17.5% | -3.5% | +11.9% |
| 1Y | +10.3% | +13.3% | -3.0% | +8.6% |
| 3Y | -7.8% | +67.0% | -74.8% | -12.6% |
| 5Y | -20.8% | +150.6% | -171.5% | -27.3% |
| All | +31.8% | +339.8% | -308.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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