+1.4%
AAL vs CCJ
+29.0%
-27.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | -1.3% | +4.2% | -5.5% | -1.8% |
| 30D | -13.7% | +3.2% | -16.9% | -14.1% |
| 3M | -8.2% | -1.8% | -6.3% | -8.5% |
| 6M | +13.1% | -13.5% | +26.7% | +12.7% |
| YTD | -15.6% | +9.7% | -25.3% | -15.3% |
| 1Y | +1.4% | +30.0% | -28.6% | +4.4% |
| All | +1.4% | +29.0% | -27.6% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling