+342.9%
CCJ vs AEIS
+238.7%
+104.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | +4.2% | +6.5% | -2.3% | +1.6% |
| 30D | +3.2% | -9.2% | +12.4% | +6.6% |
| 3M | -1.8% | -8.3% | +6.5% | -1.5% |
| 6M | -13.5% | -6.3% | -7.2% | -14.8% |
| YTD | +9.7% | +36.5% | -26.8% | -7.7% |
| 1Y | +30.0% | +84.8% | -54.8% | -4.7% |
| 3Y | +172.6% | +176.6% | -4.0% | +62.1% |
| 5Y | +342.9% | +237.1% | +105.8% | +127.9% |
| All | +342.9% | +238.7% | +104.2% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling