+48.2%
CSX vs AEM
+298.2%
-250.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.5% |
| 7D | -5.5% | +15.8% | -21.4% | -6.6% |
| 30D | +4.9% | +6.2% | -1.3% | +4.3% |
| 3M | -2.9% | +14.3% | -17.2% | -4.2% |
| 6M | +8.3% | +1.4% | +6.9% | +7.8% |
| YTD | +36.7% | +13.7% | +23.0% | +34.4% |
| 1Y | +41.5% | +21.3% | +20.2% | +38.2% |
| 3Y | +68.6% | +309.9% | -241.3% | +39.4% |
| All | +48.2% | +298.2% | -250.0% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling