-65.2%
AAL vs CCJ
+1,074.4%
-1,139.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | 0.0% |
| 7D | -0.9% | -3.2% | +2.3% | -0.2% |
| 30D | -16.0% | -1.3% | -14.6% | -15.8% |
| 3M | -4.2% | +2.5% | -6.8% | -5.1% |
| 6M | +15.7% | -18.9% | +34.5% | +20.3% |
| YTD | -16.2% | +6.5% | -22.7% | -19.3% |
| 1Y | +0.2% | +22.8% | -22.6% | -8.9% |
| 3Y | -8.1% | +164.5% | -172.6% | -36.0% |
| 5Y | -32.2% | +303.7% | -335.9% | -60.3% |
| All | -65.2% | +1,074.4% | -1,139.6% | -85.6% |
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