-68.6%
AAL vs CCJ
+765.4%
-834.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | +11.7% | -13.2% | +24.9% | +15.6% |
| 3M | -12.5% | -27.6% | +15.1% | -5.5% |
| 6M | +3.6% | -38.7% | +42.3% | +16.1% |
| YTD | -14.1% | -22.7% | +8.6% | -10.6% |
| 1Y | +0.8% | -17.6% | +18.3% | +2.8% |
| 3Y | +11.8% | +62.7% | -50.9% | -11.6% |
| 5Y | -35.1% | +159.7% | -194.8% | -57.5% |
| All | -68.6% | +765.4% | -834.0% | -86.8% |
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