+957.8%
AAOI vs CCJ
+500.5%
+457.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -0.2% | -4.0% | +3.9% | +1.9% |
| 30D | -23.7% | -2.4% | -21.3% | -22.9% |
| 3M | -39.0% | -2.3% | -36.7% | -37.5% |
| 6M | -17.0% | -16.2% | -0.8% | -7.9% |
| YTD | +202.2% | +5.7% | +196.6% | +207.3% |
| 1Y | +292.4% | +21.3% | +271.2% | +273.6% |
| 3Y | +804.4% | +159.4% | +645.0% | +546.0% |
| 5Y | +1,318.0% | +300.7% | +1,017.4% | +736.0% |
| 10Y | +436.7% | +1,055.2% | -618.4% | +93.2% |
| All | +957.8% | +500.5% | +457.3% | +431.6% |
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