+2,297.8%
CLX vs AFL
+18,542.8%
-16,245.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.3% |
| 7D | -3.5% | -0.7% | -2.8% | -3.4% |
| 30D | -11.9% | -7.1% | -4.8% | -10.9% |
| 3M | -2.6% | +0.4% | -3.1% | -2.7% |
| 6M | -18.2% | +4.5% | -22.7% | -18.8% |
| YTD | -5.9% | +6.1% | -12.0% | -6.9% |
| 1Y | -23.8% | +10.6% | -34.4% | -25.1% |
| 3Y | -33.6% | +64.0% | -97.6% | -38.8% |
| 5Y | -35.7% | +133.7% | -169.4% | -44.0% |
| 10Y | -2.5% | +298.0% | -300.5% | -24.6% |
| All | +2,297.8% | +18,542.8% | -16,245.0% | +747.6% |
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