+10.3%
CLX vs AME
+24.0%
-13.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +30.5% |
| 3M | +4.2% | -5.4% | +9.6% | +5.1% |
| 6M | +22.1% | +4.9% | +17.2% | +18.9% |
| YTD | +14.1% | +18.5% | -4.4% | +10.2% |
| 1Y | +10.3% | +25.5% | -15.2% | +3.5% |
| All | +10.3% | +24.0% | -13.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling