+45.6%
CSX vs AEM
+22.8%
+22.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.8% | -2.0% | +2.4% |
| 7D | -2.2% | +17.8% | -20.0% | -3.4% |
| 30D | +6.8% | +6.2% | +0.6% | +6.2% |
| 3M | +0.7% | +12.5% | -11.8% | -0.4% |
| 6M | +13.3% | +4.4% | +8.8% | +13.3% |
| YTD | +40.5% | +19.2% | +21.3% | +39.8% |
| All | +45.6% | +22.8% | +22.8% | +43.9% |
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