+1,065.3%
CCJ vs AIG
+65.5%
+999.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.2% | -2.4% | -0.8% | -2.4% |
| 30D | -1.3% | -2.9% | +1.6% | -0.4% |
| 3M | +2.5% | +0.8% | +1.7% | +1.8% |
| 6M | -18.9% | -2.7% | -16.2% | -18.8% |
| YTD | +6.5% | -11.2% | +17.7% | +9.5% |
| 1Y | +22.8% | -1.5% | +24.3% | +21.0% |
| 3Y | +164.5% | +34.4% | +130.1% | +131.4% |
| 5Y | +303.7% | +54.4% | +249.3% | +233.9% |
| All | +1,065.3% | +65.5% | +999.8% | +811.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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