-4.4%
CLX vs AFL
+303.3%
-307.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -5.7% | -1.6% | -4.0% | -5.5% |
| 30D | -17.0% | -4.0% | -13.0% | -16.7% |
| 3M | -9.7% | -0.5% | -9.2% | -9.7% |
| 6M | -19.8% | +6.5% | -26.4% | -20.5% |
| YTD | -9.8% | +6.2% | -16.0% | -10.6% |
| 1Y | -26.2% | +8.3% | -34.5% | -26.9% |
| 3Y | -36.2% | +62.5% | -98.7% | -39.2% |
| 5Y | -38.3% | +136.2% | -174.5% | -42.8% |
| All | -4.4% | +303.3% | -307.6% | -13.0% |
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