+9,772.3%
CSX vs AEP
+2,223.4%
+7,548.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -3.4% | +1.8% | -5.2% | -4.1% |
| 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% | +18.4% |
| YTD | +37.5% | +10.4% | +27.1% | +31.9% |
| 1Y | +53.2% | +18.2% | +35.1% | +42.6% |
| 3Y | +68.2% | +79.0% | -10.7% | +30.7% |
| 5Y | +65.2% | +64.8% | +0.4% | +31.9% |
| 10Y | +504.1% | +170.8% | +333.3% | +287.6% |
| All | +9,772.3% | +2,223.4% | +7,548.9% | +2,482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling