+2,773.4%
CLX vs AIG
-14.4%
+2,787.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +8.5% | +2.0% | +6.5% | +8.4% |
| 30D | +30.0% | +6.3% | +23.6% | +29.4% |
| 3M | +3.8% | +9.2% | -5.4% | +3.1% |
| 6M | +24.6% | +9.5% | +15.1% | +23.7% |
| YTD | +12.8% | -1.6% | +14.4% | +12.8% |
| 1Y | +8.6% | +8.5% | +0.1% | +7.8% |
| 3Y | -8.6% | +38.3% | -47.0% | -11.2% |
| 5Y | -21.8% | +59.0% | -80.8% | -25.2% |
| 10Y | +30.4% | +67.8% | -37.5% | +20.7% |
| All | +2,773.4% | -14.4% | +2,787.9% | +1,705.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling