+3,576.3%
CSX vs AEIS
+2,566.8%
+1,009.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | -3.4% | +3.0% | -6.3% | -3.8% |
| 30D | -3.1% | -14.6% | +11.6% | -0.9% |
| 3M | +7.2% | -12.4% | +19.6% | +7.9% |
| 6M | +16.2% | -15.0% | +31.1% | +16.8% |
| YTD | +37.5% | +34.3% | +3.3% | +28.2% |
| 1Y | +53.2% | +87.4% | -34.1% | +34.6% |
| 3Y | +68.2% | +139.8% | -71.5% | +39.1% |
| 5Y | +65.2% | +220.7% | -155.5% | +29.0% |
| 10Y | +504.1% | +531.6% | -27.5% | +308.1% |
| All | +3,576.3% | +2,566.8% | +1,009.5% | +1,659.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling