+73.5%
CSX vs AEIS
+160.4%
-86.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | +0.7% | -6.9% | +7.6% | +1.2% |
| 30D | +8.1% | -23.2% | +31.3% | +10.9% |
| 3M | +2.2% | -29.5% | +31.7% | +5.7% |
| 6M | +14.6% | -37.9% | +52.5% | +19.4% |
| YTD | +42.2% | +6.0% | +36.2% | +34.0% |
| 1Y | +47.3% | +1.2% | +46.1% | +39.7% |
| 3Y | +73.5% | +150.0% | -76.4% | +30.0% |
| All | +73.5% | +160.4% | -86.8% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling