-25.9%
CCJ vs AEIS
+6.2%
-32.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.1% | +9.9% | +2.8% |
| 7D | -14.5% | -12.7% | -1.8% | -10.5% |
| 30D | -18.1% | -28.8% | +10.8% | -7.9% |
| 3M | -23.0% | -38.0% | +15.0% | -9.8% |
| 6M | -39.4% | -45.3% | +5.9% | -27.3% |
| YTD | -21.7% | +1.1% | -22.8% | -26.0% |
| 1Y | -25.9% | +8.6% | -34.5% | -31.1% |
| All | -25.9% | +6.2% | -32.2% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling