+62.7%
CCJ vs AEE
+65.0%
-2.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.4% |
| 7D | -0.8% | +1.7% | -2.5% | -0.8% |
| 30D | -13.2% | +9.7% | -22.9% | -13.0% |
| 3M | -27.6% | +5.9% | -33.6% | -27.7% |
| 6M | -38.7% | +6.7% | -45.4% | -38.7% |
| YTD | -22.7% | +17.4% | -40.0% | -22.2% |
| 1Y | -17.6% | +12.7% | -30.2% | -17.2% |
| 3Y | +62.7% | +68.2% | -5.5% | +67.0% |
| All | +62.7% | +65.0% | -2.3% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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