+19.7%
AAL vs CSX
+76.9%
-57.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.2% |
| 7D | +3.4% | -0.3% | +3.7% | +3.6% |
| 30D | +11.7% | +8.7% | +3.0% | +5.4% |
| 3M | -7.8% | +4.2% | -12.0% | -10.5% |
| 6M | +10.2% | +16.7% | -6.4% | -3.3% |
| YTD | -8.0% | +44.5% | -52.5% | -32.3% |
| 1Y | +8.5% | +50.3% | -41.7% | -22.6% |
| All | +19.7% | +76.9% | -57.2% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling