+58.1%
CSX vs AEIS
+150.6%
-92.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +0.9% |
| 7D | -0.3% | +9.5% | -9.8% | -2.0% |
| 30D | +8.7% | -17.5% | +26.2% | +11.4% |
| 3M | +4.2% | -29.3% | +33.5% | +9.3% |
| 6M | +16.7% | -34.7% | +51.4% | +22.4% |
| YTD | +44.5% | +10.7% | +33.8% | +32.5% |
| 1Y | +50.3% | +7.4% | +42.9% | +38.5% |
| 3Y | +76.3% | +161.1% | -84.8% | +21.3% |
| 5Y | +58.1% | +150.7% | -92.6% | +5.9% |
| All | +58.1% | +150.6% | -92.4% | +5.9% |
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