+409.0%
CSX vs AEIS
+347.9%
+61.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +0.7% | -6.9% | +7.6% | +1.8% |
| 30D | +8.1% | -23.2% | +31.3% | +13.4% |
| 3M | +2.2% | -29.5% | +31.7% | +8.6% |
| 6M | +14.6% | -37.9% | +52.5% | +23.0% |
| YTD | +42.2% | +6.0% | +36.2% | +30.1% |
| 1Y | +47.3% | +1.2% | +46.1% | +36.1% |
| 3Y | +73.5% | +150.0% | -76.4% | +17.6% |
| 5Y | +54.1% | +141.9% | -87.8% | +2.3% |
| 10Y | +409.0% | +356.2% | +52.8% | +161.1% |
| All | +409.0% | +347.9% | +61.0% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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