-27.8%
AAL vs CCJ
+374.9%
-402.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.7% | +0.7% | -4.5% | -4.0% |
| 30D | -20.8% | +6.9% | -27.7% | -22.4% |
| 3M | -1.3% | -11.6% | +10.4% | +1.7% |
| 6M | +5.4% | -16.2% | +21.6% | +9.3% |
| YTD | -14.4% | +10.1% | -24.5% | -18.8% |
| 1Y | +2.1% | +32.3% | -30.2% | -10.4% |
| 3Y | -10.6% | +171.3% | -181.9% | -40.4% |
| 5Y | -32.2% | +372.4% | -404.6% | -64.2% |
| 10Y | -62.7% | +1,070.0% | -1,132.7% | -86.7% |
| All | -27.8% | +374.9% | -402.8% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling