+414.9%
CSX vs AEM
+412.5%
+2.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.0% | -6.8% | +12.8% | +6.5% |
| 30D | +7.8% | +0.8% | +7.0% | +7.6% |
| 3M | +4.1% | -0.8% | +4.9% | +3.9% |
| 6M | +17.9% | -8.5% | +26.4% | +18.2% |
| YTD | +44.9% | +5.9% | +39.0% | +43.3% |
| 1Y | +51.1% | +6.6% | +44.5% | +49.3% |
| 3Y | +78.3% | +302.2% | -223.9% | +55.4% |
| 5Y | +58.1% | +250.8% | -192.7% | +37.6% |
| All | +414.9% | +412.5% | +2.4% | +334.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling