+62.7%
CCJ vs AEIS
+148.8%
-86.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | +0.1% |
| 7D | -0.8% | +11.5% | -12.3% | -5.0% |
| 30D | -13.2% | -15.8% | +2.6% | -8.4% |
| 3M | -27.6% | -33.3% | +5.7% | -17.2% |
| 6M | -38.7% | -35.2% | -3.5% | -31.0% |
| YTD | -22.7% | +5.0% | -27.7% | -28.9% |
| 1Y | -17.6% | +8.5% | -26.0% | -25.1% |
| 3Y | +62.7% | +152.9% | -90.2% | +14.3% |
| All | +62.7% | +148.8% | -86.1% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling