+90.8%
AEP vs CCJ
+69.8%
+20.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.3% |
| 7D | +2.5% | +5.0% | -2.6% | +2.5% |
| 30D | +3.4% | -16.7% | +20.1% | +3.1% |
| 3M | +4.2% | -27.5% | +31.7% | +3.7% |
| 6M | -0.8% | -38.6% | +37.8% | -1.5% |
| YTD | +15.2% | -21.5% | +36.8% | +15.4% |
| 1Y | +8.3% | -22.3% | +30.6% | +8.4% |
| All | +90.8% | +69.8% | +20.9% | +98.7% |
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