-67.1%
AAL vs CSX
+440.0%
-507.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +4.2% |
| 7D | +4.6% | -5.5% | +10.1% | +8.6% |
| 30D | +2.6% | +4.9% | -2.4% | -0.8% |
| 3M | -17.8% | -2.9% | -14.9% | -16.4% |
| 6M | +1.9% | +8.3% | -6.5% | -4.8% |
| YTD | -14.0% | +36.7% | -50.8% | -31.5% |
| 1Y | +0.2% | +41.5% | -41.3% | -21.9% |
| 3Y | +13.0% | +68.6% | -55.6% | -22.4% |
| 5Y | -39.6% | +48.4% | -88.0% | -55.4% |
| All | -67.1% | +440.0% | -507.1% | -83.4% |
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