+67.8%
CSX vs AFL
+135.6%
-67.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -3.1% | -6.2% | +3.1% | -0.7% |
| 3M | +7.2% | +2.2% | +5.0% | +6.0% |
| 6M | +16.2% | +5.3% | +10.9% | +13.4% |
| YTD | +37.5% | +8.0% | +29.6% | +32.8% |
| 1Y | +53.2% | +10.2% | +43.0% | +46.4% |
| 3Y | +68.2% | +67.1% | +1.2% | +32.5% |
| All | +67.8% | +135.6% | -67.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling