+31.8%
CLX vs AME
+444.5%
-412.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | +9.5% | +5.9% | +3.6% | +8.4% |
| 30D | +30.7% | -1.9% | +32.6% | +30.9% |
| 3M | +4.2% | -5.4% | +9.6% | +5.0% |
| 6M | +22.1% | +4.9% | +17.2% | +20.5% |
| YTD | +14.1% | +18.5% | -4.4% | +10.1% |
| 1Y | +10.3% | +25.5% | -15.2% | +5.4% |
| 3Y | -7.8% | +63.0% | -70.8% | -16.6% |
| 5Y | -20.8% | +78.3% | -99.2% | -30.1% |
| All | +31.8% | +444.5% | -412.7% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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