+2,662.7%
CCJ vs AEE
+813.9%
+1,848.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +6.9% | -2.3% | +9.1% | +7.8% |
| 3M | -11.6% | +0.2% | -11.9% | -12.2% |
| 6M | -16.2% | -4.7% | -11.5% | -15.0% |
| YTD | +10.1% | +8.1% | +2.0% | +6.0% |
| 1Y | +32.3% | +8.5% | +23.7% | +26.8% |
| 3Y | +171.3% | +48.9% | +122.4% | +123.2% |
| 5Y | +372.4% | +39.9% | +332.5% | +296.7% |
| 10Y | +1,070.0% | +186.5% | +883.5% | +547.1% |
| All | +2,662.7% | +813.9% | +1,848.9% | +818.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling