+1,578.1%
CCJ vs AFL
+5,064.5%
-3,486.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +4.2% | -2.1% | +6.3% | +4.9% |
| 30D | +3.2% | -5.4% | +8.6% | +5.0% |
| 3M | -1.8% | -0.3% | -1.6% | -2.2% |
| 6M | -13.5% | +5.2% | -18.7% | -15.6% |
| YTD | +9.7% | +5.7% | +4.1% | +6.6% |
| 1Y | +30.0% | +10.2% | +19.8% | +24.0% |
| 3Y | +172.6% | +63.4% | +109.2% | +124.5% |
| 5Y | +342.9% | +133.0% | +209.9% | +224.0% |
| 10Y | +1,099.7% | +299.5% | +800.2% | +604.9% |
| All | +1,578.1% | +5,064.5% | -3,486.4% | +480.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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