+48.2%
CSX vs AIG
+47.6%
+0.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.6% | -2.0% |
| 7D | -5.5% | -5.1% | -0.5% | -3.8% |
| 30D | +4.9% | +2.8% | +2.2% | +4.0% |
| 3M | -2.9% | -2.1% | -0.7% | -2.2% |
| 6M | +8.3% | +1.4% | +6.9% | +7.5% |
| YTD | +36.7% | -7.4% | +44.1% | +39.6% |
| 1Y | +41.5% | +4.4% | +37.1% | +38.2% |
| 3Y | +68.6% | +30.0% | +38.6% | +50.4% |
| All | +48.2% | +47.6% | +0.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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