+9,772.3%
CSX vs AFL
+18,874.7%
-9,102.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | +7.2% | +2.2% | +5.0% | +6.2% |
| 6M | +16.2% | +5.3% | +10.9% | +13.9% |
| YTD | +37.5% | +8.0% | +29.6% | +33.6% |
| 1Y | +53.2% | +10.2% | +43.0% | +47.7% |
| 3Y | +68.2% | +67.1% | +1.2% | +39.6% |
| 5Y | +65.2% | +135.6% | -70.4% | +21.4% |
| 10Y | +504.1% | +299.4% | +204.8% | +268.4% |
| All | +9,772.3% | +18,874.7% | -9,102.4% | +2,290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling