+2,806.9%
CLX vs AFL
+20,558.3%
-17,751.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +9.5% | +2.9% | +6.6% | +9.0% |
| 30D | +30.7% | +8.0% | +22.7% | +29.2% |
| 3M | +4.2% | +5.9% | -1.7% | +3.3% |
| 6M | +22.1% | +11.6% | +10.5% | +20.0% |
| YTD | +14.1% | +17.5% | -3.5% | +11.1% |
| 1Y | +10.3% | +13.3% | -3.0% | +8.1% |
| 3Y | -7.8% | +67.0% | -74.8% | -15.2% |
| 5Y | -20.8% | +150.6% | -171.5% | -31.8% |
| 10Y | +31.9% | +343.1% | -311.2% | +0.4% |
| All | +2,806.9% | +20,558.3% | -17,751.4% | +911.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling