-32.5%
AAL vs CCJ
+346.5%
-379.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | -0.3% | +5.9% | -6.2% | -1.6% |
| 30D | -19.0% | +4.7% | -23.7% | -19.9% |
| 3M | -5.1% | -3.3% | -1.8% | -4.7% |
| 6M | +15.5% | -7.0% | +22.5% | +15.9% |
| YTD | -15.8% | +11.5% | -27.2% | -19.3% |
| 1Y | -0.3% | +32.3% | -32.6% | -9.7% |
| 3Y | -7.7% | +176.8% | -184.5% | -34.3% |
| 5Y | -32.5% | +351.8% | -384.3% | -59.3% |
| All | -32.5% | +346.5% | -379.0% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling