+47.3%
CSX vs AEM
+16.4%
+30.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.1% | +6.3% | +1.5% |
| 7D | +0.7% | +13.9% | -13.1% | -0.3% |
| 30D | +8.1% | +0.8% | +7.3% | +7.8% |
| 3M | +2.2% | +5.8% | -3.6% | +1.5% |
| 6M | +14.6% | -1.0% | +15.6% | +15.0% |
| YTD | +42.2% | +13.1% | +29.1% | +41.9% |
| 1Y | +47.3% | +14.4% | +32.9% | +46.1% |
| All | +47.3% | +16.4% | +30.9% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling