+3,682.0%
CSX vs AEIS
+1,662.6%
+2,019.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.2% | +9.9% | -0.5% |
| 7D | -2.7% | -22.6% | +19.9% | +0.8% |
| 30D | +7.0% | -38.7% | +45.7% | +14.4% |
| 3M | -0.3% | -43.6% | +43.3% | +7.5% |
| 6M | +13.5% | -46.2% | +59.8% | +21.8% |
| YTD | +41.5% | -11.2% | +52.7% | +39.0% |
| 1Y | +45.8% | -17.7% | +63.4% | +44.8% |
| 3Y | +74.4% | +104.1% | -29.7% | +46.4% |
| 5Y | +53.6% | +98.5% | -44.9% | +27.9% |
| 10Y | +465.6% | +302.0% | +163.6% | +305.4% |
| All | +3,682.0% | +1,662.6% | +2,019.4% | +1,808.5% |
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