+68.6%
CSX vs AEP
+76.7%
-8.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.5% | -2.8% | -2.7% | -5.0% |
| 30D | +4.9% | +3.6% | +1.3% | +4.3% |
| 3M | -2.9% | +1.8% | -4.6% | -3.2% |
| 6M | +8.3% | -3.1% | +11.5% | +8.9% |
| YTD | +36.7% | +12.2% | +24.5% | +34.7% |
| 1Y | +41.5% | +9.1% | +32.4% | +39.8% |
| 3Y | +68.6% | +77.9% | -9.3% | +49.9% |
| All | +68.6% | +76.7% | -8.1% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling