-8.2%
AAL vs CCJ
+172.7%
-180.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.5% |
| 7D | -1.3% | +4.2% | -5.5% | -2.0% |
| 30D | -13.7% | +3.2% | -16.9% | -14.2% |
| 3M | -8.2% | -1.8% | -6.3% | -8.2% |
| 6M | +13.1% | -13.5% | +26.7% | +14.4% |
| YTD | -15.6% | +9.7% | -25.3% | -17.8% |
| 1Y | +1.4% | +30.0% | -28.6% | -4.9% |
| All | -8.2% | +172.7% | -180.8% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling