+412.6%
CSX vs AFL
+348.2%
+64.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.3% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | +6.8% | +9.3% | -2.5% | +2.2% |
| 3M | +0.7% | +1.0% | -0.3% | +0.1% |
| 6M | +13.3% | +11.8% | +1.4% | +6.7% |
| YTD | +40.5% | +15.3% | +25.2% | +30.0% |
| 1Y | +44.7% | +12.1% | +32.6% | +35.8% |
| 3Y | +74.5% | +65.0% | +9.5% | +31.0% |
| 5Y | +52.0% | +149.1% | -97.1% | -10.6% |
| 10Y | +412.6% | +340.9% | +71.8% | +146.3% |
| All | +412.6% | +348.2% | +64.5% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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