-66.0%
AAL vs CCJ
+767.8%
-833.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.5% |
| 7D | +10.1% | +0.4% | +9.6% | +10.0% |
| 30D | +10.6% | -17.2% | +27.8% | +15.8% |
| 3M | -5.9% | -25.1% | +19.2% | +0.8% |
| 6M | +5.7% | -37.6% | +43.3% | +17.8% |
| YTD | -8.0% | -20.4% | +12.4% | -5.0% |
| 1Y | +6.0% | -22.5% | +28.5% | +9.8% |
| 3Y | +19.6% | +72.5% | -52.9% | -7.0% |
| 5Y | -34.6% | +179.9% | -214.5% | -58.1% |
| All | -66.0% | +767.8% | -833.7% | -85.9% |
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