+1,604.2%
CCJ vs AEIS
+3,583.3%
-1,979.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.8% |
| 7D | +5.9% | +8.1% | -2.2% | +4.6% |
| 30D | +4.7% | -11.1% | +15.8% | +6.6% |
| 3M | -3.3% | -5.6% | +2.4% | -3.2% |
| 6M | -7.0% | -0.6% | -6.4% | -7.8% |
| YTD | +11.5% | +38.0% | -26.6% | +4.8% |
| 1Y | +32.3% | +87.2% | -55.0% | +18.2% |
| 3Y | +176.8% | +179.7% | -2.9% | +130.1% |
| 5Y | +351.8% | +241.7% | +110.0% | +262.4% |
| 10Y | +1,080.5% | +547.2% | +533.3% | +729.7% |
| All | +1,604.2% | +3,583.3% | -1,979.1% | +766.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling