+9,772.3%
CSX vs AON
+5,128.2%
+4,644.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -3.4% | -9.1% | +5.7% | -0.4% |
| 30D | -3.1% | -10.2% | +7.2% | +0.3% |
| 3M | +7.2% | +0.5% | +6.7% | +6.4% |
| 6M | +16.2% | -4.8% | +21.0% | +17.0% |
| YTD | +37.5% | -8.0% | +45.5% | +39.5% |
| 1Y | +53.2% | -13.1% | +66.3% | +58.2% |
| 3Y | +68.2% | -1.3% | +69.5% | +64.3% |
| 5Y | +65.2% | +14.9% | +50.3% | +51.8% |
| 10Y | +504.1% | +214.9% | +289.2% | +293.2% |
| All | +9,772.3% | +5,128.2% | +4,644.1% | +2,579.7% |
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