+59.2%
CSX vs AEE
+56.1%
+3.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.1% | +0.6% | +2.5% | +2.8% |
| 30D | +9.7% | +8.8% | +0.9% | +5.9% |
| 3M | +4.9% | +5.1% | -0.1% | +2.7% |
| 6M | +18.4% | +5.2% | +13.2% | +15.5% |
| YTD | +45.9% | +16.1% | +29.8% | +36.5% |
| 1Y | +50.0% | +10.4% | +39.5% | +43.3% |
| 3Y | +78.0% | +63.1% | +14.9% | +41.8% |
| 5Y | +59.2% | +55.6% | +3.6% | +27.5% |
| All | +59.2% | +56.1% | +3.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling