-64.8%
AAL vs CSX
+501.4%
-566.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.7% |
| 7D | -3.7% | -3.4% | -0.4% | -1.5% |
| 30D | -20.8% | -3.1% | -17.7% | -19.1% |
| 3M | -1.3% | +7.2% | -8.4% | -6.6% |
| 6M | +5.4% | +16.2% | -10.8% | -5.6% |
| YTD | -14.4% | +37.5% | -51.9% | -31.8% |
| 1Y | +2.1% | +53.2% | -51.1% | -24.6% |
| 3Y | -10.6% | +68.2% | -78.8% | -38.4% |
| 5Y | -32.2% | +65.2% | -97.4% | -53.3% |
| All | -64.8% | +501.4% | -566.2% | -84.3% |
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