+413.4%
CSX vs AEM
+434.1%
-20.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.8% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +8.7% | -1.2% | +9.9% | +8.6% |
| 3M | +4.2% | +2.5% | +1.7% | +3.7% |
| 6M | +16.7% | -5.1% | +21.8% | +16.6% |
| YTD | +44.5% | +10.4% | +34.1% | +42.5% |
| 1Y | +50.3% | +11.8% | +38.5% | +48.0% |
| 3Y | +76.3% | +315.6% | -239.3% | +53.4% |
| 5Y | +58.1% | +266.3% | -208.1% | +37.3% |
| All | +413.4% | +434.1% | -20.6% | +331.8% |
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