+48.2%
CSX vs AEIS
+109.5%
-61.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.1% | -9.5% | -4.4% |
| 7D | -5.5% | -11.3% | +5.8% | -4.1% |
| 30D | +4.9% | -32.6% | +37.5% | +11.3% |
| 3M | -2.9% | -39.2% | +36.3% | +4.4% |
| 6M | +8.3% | -45.4% | +53.7% | +17.2% |
| YTD | +36.7% | -5.8% | +42.6% | +28.8% |
| 1Y | +41.5% | -10.0% | +51.5% | +34.5% |
| 3Y | +68.6% | +121.2% | -52.5% | +19.4% |
| All | +48.2% | +109.5% | -61.4% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling