-68.6%
AAL vs CSX
+415.8%
-484.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | -0.1% | +6.0% | -6.0% | -3.9% |
| 30D | +11.7% | +7.8% | +3.9% | +6.2% |
| 3M | -12.5% | +4.1% | -16.6% | -15.1% |
| 6M | +3.6% | +17.9% | -14.3% | -8.4% |
| YTD | -14.1% | +44.9% | -59.0% | -34.2% |
| 1Y | +0.8% | +51.1% | -50.4% | -25.0% |
| 3Y | +11.8% | +78.3% | -66.5% | -26.2% |
| 5Y | -35.1% | +58.1% | -93.2% | -54.1% |
| All | -68.6% | +415.8% | -484.4% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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