+482.4%
CSX vs AFL
+294.8%
+187.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.1% |
| 7D | +0.6% | -0.7% | +1.4% | +1.0% |
| 30D | -2.3% | -7.1% | +4.9% | +1.3% |
| 3M | +4.3% | +0.4% | +3.9% | +3.8% |
| 6M | +23.4% | +4.5% | +18.8% | +20.1% |
| YTD | +36.4% | +6.1% | +30.3% | +31.6% |
| 1Y | +53.0% | +10.6% | +42.5% | +44.2% |
| 3Y | +70.6% | +64.0% | +6.6% | +27.8% |
| 5Y | +65.5% | +133.7% | -68.3% | 0.0% |
| 10Y | +482.4% | +298.0% | +184.3% | +175.7% |
| All | +482.4% | +294.8% | +187.6% | +175.7% |
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