-4.4%
CLX vs AJG
+473.1%
-477.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -5.7% | -8.3% | +2.6% | -3.7% |
| 30D | -17.0% | -5.7% | -11.3% | -15.9% |
| 3M | -9.7% | +9.1% | -18.8% | -11.6% |
| 6M | -19.8% | +15.2% | -35.0% | -22.7% |
| YTD | -9.8% | -6.3% | -3.6% | -9.0% |
| 1Y | -26.2% | -19.1% | -7.1% | -22.8% |
| 3Y | -36.2% | +8.2% | -44.4% | -38.4% |
| 5Y | -38.3% | +75.6% | -114.0% | -47.2% |
| All | -4.4% | +473.1% | -477.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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