+79.5%
CSX vs AEM
+301.0%
-221.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +1.1% |
| 7D | +3.1% | -5.6% | +8.7% | +3.3% |
| 30D | +9.7% | -3.9% | +13.6% | +9.7% |
| 3M | +4.9% | -3.4% | +8.4% | +4.9% |
| 6M | +18.4% | -9.0% | +27.4% | +18.7% |
| YTD | +45.9% | +5.9% | +39.9% | +46.2% |
| 1Y | +50.0% | +4.0% | +46.0% | +50.3% |
| All | +79.5% | +301.0% | -221.5% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling