+1,142.7%
AEP vs CCJ
+1,082.1%
+60.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | +3.2% | -13.2% | +16.4% | +4.4% |
| 3M | +3.8% | -27.6% | +31.5% | +6.6% |
| 6M | +2.5% | -38.7% | +41.2% | +6.5% |
| YTD | +15.5% | -22.7% | +38.2% | +16.8% |
| 1Y | +9.6% | -17.6% | +27.2% | +10.1% |
| 3Y | +91.2% | +62.7% | +28.5% | +75.1% |
| 5Y | +88.2% | +159.7% | -71.5% | +60.5% |
| 10Y | +205.1% | +769.3% | -564.3% | +112.4% |
| All | +1,142.7% | +1,082.1% | +60.6% | +718.9% |
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