-27.6%
AAL vs CSX
+2,755.6%
-2,783.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +4.4% |
| 7D | +4.6% | -5.5% | +10.1% | +9.1% |
| 30D | +2.6% | +4.9% | -2.4% | -1.1% |
| 3M | -17.8% | -2.9% | -14.9% | -16.3% |
| 6M | +1.9% | +8.3% | -6.5% | -5.4% |
| YTD | -14.0% | +36.7% | -50.8% | -33.0% |
| 1Y | +0.2% | +41.5% | -41.3% | -23.8% |
| 3Y | +13.0% | +68.6% | -55.6% | -25.2% |
| 5Y | -39.6% | +48.4% | -88.0% | -56.6% |
| 10Y | -65.7% | +446.6% | -512.3% | -91.5% |
| All | -27.6% | +2,755.6% | -2,783.1% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling