+9,714.3%
CSX vs AON
+5,331.7%
+4,382.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.4% |
| 7D | -5.5% | +4.4% | -9.9% | -6.9% |
| 30D | +4.9% | +24.1% | -19.2% | -2.6% |
| 3M | -2.9% | -7.0% | +4.1% | -0.9% |
| 6M | +8.3% | +9.1% | -0.8% | +4.3% |
| YTD | +36.7% | -4.4% | +41.1% | +36.6% |
| 1Y | +41.5% | -0.8% | +42.3% | +39.5% |
| 3Y | +68.6% | +5.1% | +63.5% | +60.9% |
| 5Y | +48.4% | +20.4% | +28.0% | +34.1% |
| 10Y | +446.6% | +239.2% | +207.4% | +246.6% |
| All | +9,714.3% | +5,331.7% | +4,382.6% | +2,524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling