+31.8%
CLX vs AIG
+67.5%
-35.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +9.5% | +6.6% | +2.9% | +9.1% |
| 30D | +30.7% | +7.0% | +23.7% | +30.2% |
| 3M | +4.2% | +9.7% | -5.5% | +3.7% |
| 6M | +22.1% | +10.8% | +11.3% | +21.5% |
| YTD | +14.1% | -1.3% | +15.4% | +14.0% |
| 1Y | +10.3% | +8.4% | +2.0% | +9.8% |
| 3Y | -7.8% | +39.0% | -46.8% | -9.0% |
| 5Y | -20.8% | +59.6% | -80.5% | -22.2% |
| All | +31.8% | +67.5% | -35.7% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling