-66.0%
AAL vs CCJ
+785.0%
-851.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | +3.4% | +3.7% | -0.2% | +2.6% |
| 30D | +11.7% | -13.7% | +25.4% | +15.8% |
| 3M | -7.8% | -24.7% | +16.9% | -1.4% |
| 6M | +10.2% | -38.1% | +48.4% | +23.2% |
| YTD | -8.0% | -18.8% | +10.7% | -5.5% |
| 1Y | +8.5% | -19.5% | +28.1% | +11.4% |
| 3Y | +19.5% | +75.9% | -56.4% | -7.5% |
| 5Y | -33.9% | +173.1% | -207.0% | -57.3% |
| 10Y | -66.0% | +813.5% | -879.5% | -86.0% |
| All | -66.0% | +785.0% | -851.0% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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