+2,682.7%
CSX vs AEE
+875.5%
+1,807.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | +2.1% | -7.6% | -6.5% |
| 30D | +4.9% | +11.4% | -6.4% | -0.7% |
| 3M | -2.9% | +5.0% | -7.8% | -5.3% |
| 6M | +8.3% | +4.4% | +3.9% | +5.6% |
| YTD | +36.7% | +15.4% | +21.3% | +26.5% |
| 1Y | +41.5% | +13.8% | +27.7% | +31.7% |
| 3Y | +68.6% | +58.0% | +10.6% | +30.2% |
| 5Y | +48.4% | +52.9% | -4.5% | +15.3% |
| 10Y | +446.6% | +205.1% | +241.5% | +182.1% |
| All | +2,682.7% | +875.5% | +1,807.2% | +641.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling