-5.6%
CLX vs AIG
+6.0%
-11.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.4% |
| 7D | +14.2% | +2.3% | +11.9% | +13.5% |
| 30D | +22.7% | +8.8% | +13.9% | +20.6% |
| 3M | -2.8% | +3.7% | -6.5% | -3.6% |
| 6M | +17.7% | +6.8% | +10.9% | +16.0% |
| YTD | +3.3% | -2.6% | +6.0% | +3.7% |
| 1Y | -5.6% | +3.7% | -9.4% | -7.1% |
| All | -5.6% | +6.0% | -11.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling