+88.5%
ACN vs UNP
+271.6%
-183.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | -6.3% | -1.7% | -4.6% | -5.5% |
| 30D | -1.4% | -2.1% | +0.7% | -0.4% |
| 3M | +2.6% | +5.4% | -2.9% | -0.4% |
| 6M | -14.3% | +13.4% | -27.7% | -20.5% |
| YTD | -33.1% | +25.0% | -58.1% | -41.3% |
| 1Y | -28.8% | +34.6% | -63.4% | -40.0% |
| 3Y | -43.0% | +43.6% | -86.6% | -54.3% |
| 5Y | -44.0% | +51.7% | -95.7% | -57.2% |
| 10Y | +88.5% | +282.5% | -194.0% | -5.5% |
| All | +88.5% | +271.6% | -183.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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