+412.6%
CSX vs AON
+228.2%
+184.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | +6.8% | +23.1% | -16.3% | -2.3% |
| 3M | +0.7% | -6.0% | +6.7% | +2.8% |
| 6M | +13.3% | +7.9% | +5.4% | +8.3% |
| YTD | +40.5% | -4.1% | +44.7% | +40.2% |
| 1Y | +44.7% | -2.3% | +47.0% | +43.0% |
| 3Y | +74.5% | +3.4% | +71.1% | +64.5% |
| 5Y | +52.0% | +17.1% | +34.9% | +31.6% |
| 10Y | +412.6% | +230.6% | +182.1% | +200.4% |
| All | +412.6% | +228.2% | +184.5% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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