+490.1%
CSX vs AEP
+167.9%
+322.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -3.4% | +1.8% | -5.2% | -4.0% |
| 30D | -3.1% | -0.8% | -2.3% | -2.9% |
| 3M | +7.2% | -1.8% | +9.0% | +7.8% |
| 6M | +16.2% | -5.4% | +21.5% | +18.3% |
| YTD | +37.5% | +10.4% | +27.1% | +32.2% |
| 1Y | +53.2% | +18.2% | +35.1% | +43.1% |
| 3Y | +68.2% | +79.0% | -10.7% | +30.6% |
| 5Y | +65.2% | +64.8% | +0.4% | +32.3% |
| All | +490.1% | +167.9% | +322.2% | +388.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling