+398.8%
CSX vs AEE
+202.4%
+196.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | +2.1% | -7.6% | -6.4% |
| 30D | +4.9% | +11.4% | -6.4% | -0.1% |
| 3M | -2.9% | +5.0% | -7.8% | -5.1% |
| 6M | +8.3% | +4.4% | +3.9% | +5.9% |
| YTD | +36.7% | +15.4% | +21.3% | +27.6% |
| 1Y | +41.5% | +13.8% | +27.7% | +32.8% |
| 3Y | +68.6% | +58.0% | +10.6% | +34.1% |
| 5Y | +48.4% | +52.9% | -4.5% | +18.9% |
| All | +398.8% | +202.4% | +196.4% | +292.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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