-1.4%
CLX vs AME
+425.2%
-426.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.0% |
| 7D | -4.9% | +1.3% | -6.3% | -5.2% |
| 30D | -15.8% | -6.6% | -9.2% | -14.8% |
| 3M | -7.9% | +3.0% | -10.9% | -8.6% |
| 6M | -19.0% | +5.3% | -24.3% | -19.9% |
| YTD | -7.9% | +15.4% | -23.4% | -10.5% |
| 1Y | -25.4% | +26.8% | -52.2% | -28.7% |
| 3Y | -35.0% | +56.5% | -91.5% | -40.6% |
| 5Y | -36.8% | +85.2% | -122.0% | -44.2% |
| 10Y | -1.4% | +428.5% | -430.0% | -24.5% |
| All | -1.4% | +425.2% | -426.7% | -24.5% |
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