+9,772.3%
CSX vs AEM
+3,538.8%
+6,233.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +0.9% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -3.1% | +24.0% | -27.1% | -4.2% |
| 3M | +7.2% | +16.1% | -8.9% | +6.2% |
| 6M | +16.2% | -11.6% | +27.8% | +16.6% |
| YTD | +37.5% | +21.5% | +16.0% | +35.7% |
| 1Y | +53.2% | +39.2% | +14.0% | +50.1% |
| 3Y | +68.2% | +347.4% | -279.2% | +54.6% |
| 5Y | +65.2% | +290.1% | -224.9% | +52.0% |
| 10Y | +504.1% | +357.8% | +146.3% | +443.4% |
| All | +9,772.3% | +3,538.8% | +6,233.4% | +8,778.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling