-32.8%
AAL vs CSX
+65.9%
-98.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.6% |
| 7D | -3.7% | -3.4% | -0.4% | -1.3% |
| 30D | -20.8% | -3.1% | -17.7% | -19.0% |
| 3M | -1.3% | +7.2% | -8.4% | -7.2% |
| 6M | +5.4% | +16.2% | -10.8% | -6.9% |
| YTD | -14.4% | +37.5% | -51.9% | -33.5% |
| 1Y | +2.1% | +53.2% | -51.1% | -27.2% |
| 3Y | -10.6% | +68.2% | -78.8% | -41.9% |
| All | -32.8% | +65.9% | -98.6% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling