+1,583.6%
CCJ vs AIG
-69.7%
+1,653.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +0.7% | -0.9% | +1.7% | +0.9% |
| 30D | +6.9% | -4.9% | +11.7% | +7.8% |
| 3M | -11.6% | +4.5% | -16.1% | -12.6% |
| 6M | -16.2% | -1.4% | -14.8% | -16.3% |
| YTD | +10.1% | -9.8% | +19.9% | +11.5% |
| 1Y | +32.3% | -4.5% | +36.8% | +32.1% |
| 3Y | +171.3% | +37.4% | +133.9% | +153.2% |
| 5Y | +372.4% | +55.0% | +317.4% | +330.7% |
| 10Y | +1,070.0% | +63.7% | +1,006.4% | +917.9% |
| All | +1,583.6% | -69.7% | +1,653.4% | +1,120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling