-65.5%
AAL vs CSX
+416.0%
-481.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -1.1% |
| 7D | +10.1% | +0.7% | +9.4% | +9.6% |
| 30D | +10.6% | +8.1% | +2.5% | +5.0% |
| 3M | -5.9% | +2.2% | -8.1% | -7.5% |
| 6M | +5.7% | +14.6% | -8.9% | -4.7% |
| YTD | -8.0% | +42.2% | -50.2% | -28.5% |
| 1Y | +6.0% | +47.3% | -41.3% | -19.6% |
| 3Y | +19.6% | +73.5% | -53.9% | -19.5% |
| 5Y | -34.6% | +54.1% | -88.7% | -52.9% |
| 10Y | -65.5% | +409.0% | -474.5% | -83.2% |
| All | -65.5% | +416.0% | -481.5% | -83.2% |
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