+482.4%
CSX vs AEP
+170.2%
+312.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.1% |
| 7D | +0.6% | +2.0% | -1.4% | -0.1% |
| 30D | -2.3% | +0.5% | -2.8% | -2.5% |
| 3M | +4.3% | -0.3% | +4.6% | +4.3% |
| 6M | +23.4% | -3.5% | +26.8% | +24.7% |
| YTD | +36.4% | +11.3% | +25.1% | +30.7% |
| 1Y | +53.0% | +20.2% | +32.8% | +42.0% |
| 3Y | +70.6% | +79.8% | -9.1% | +32.3% |
| 5Y | +65.5% | +65.6% | -0.1% | +32.3% |
| 10Y | +482.4% | +169.3% | +313.1% | +381.7% |
| All | +482.4% | +170.2% | +312.2% | +381.7% |
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