+72.2%
CSX vs AON
-1.3%
+73.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -3.4% | -9.1% | +5.7% | -1.8% |
| 30D | -3.1% | -10.2% | +7.2% | -1.3% |
| 3M | +7.2% | +0.5% | +6.7% | +6.7% |
| 6M | +16.2% | -4.8% | +21.0% | +16.8% |
| YTD | +37.5% | -8.0% | +45.5% | +39.3% |
| 1Y | +53.2% | -13.1% | +66.3% | +57.5% |
| All | +72.2% | -1.3% | +73.5% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling