+753.7%
CCJ vs AEIS
+332.3%
+421.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.2% |
| 7D | -0.8% | +11.5% | -12.3% | -4.4% |
| 30D | -13.2% | -15.8% | +2.6% | -9.0% |
| 3M | -27.6% | -33.3% | +5.7% | -18.8% |
| 6M | -38.7% | -35.2% | -3.5% | -31.9% |
| YTD | -22.7% | +5.0% | -27.7% | -26.8% |
| 1Y | -17.6% | +8.5% | -26.0% | -22.8% |
| 3Y | +62.7% | +152.9% | -90.2% | +13.7% |
| 5Y | +159.7% | +144.6% | +15.1% | +79.2% |
| All | +753.7% | +332.3% | +421.3% | +413.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling