+78.3%
CSX vs AON
+3.5%
+74.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | +6.0% | +1.0% | +4.9% | +5.8% |
| 30D | +7.8% | +23.2% | -15.4% | +3.9% |
| 3M | +4.1% | -5.0% | +9.1% | +4.7% |
| 6M | +17.9% | +9.3% | +8.6% | +15.4% |
| YTD | +44.9% | -3.4% | +48.3% | +45.2% |
| 1Y | +51.1% | -2.9% | +54.0% | +51.2% |
| 3Y | +78.3% | +3.6% | +74.6% | +76.5% |
| All | +78.3% | +3.5% | +74.8% | +76.5% |
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