-36.8%
CLX vs AIG
+53.4%
-90.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.2% |
| 7D | -4.9% | -1.4% | -3.5% | -4.7% |
| 30D | -15.8% | -3.3% | -12.5% | -15.4% |
| 3M | -7.9% | +2.2% | -10.1% | -8.2% |
| 6M | -19.0% | -2.1% | -16.9% | -18.9% |
| YTD | -7.9% | -11.2% | +3.3% | -6.6% |
| 1Y | -25.4% | -2.1% | -23.3% | -25.4% |
| 3Y | -35.0% | +34.4% | -69.4% | -37.6% |
| 5Y | -36.8% | +53.7% | -90.5% | -39.6% |
| All | -36.8% | +53.4% | -90.2% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling