+282.5%
UNP vs AA
+121.9%
+160.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -2.1% | -1.6% | -0.6% | -2.0% |
| 3M | +5.4% | -29.8% | +35.3% | +11.6% |
| 6M | +13.4% | -16.6% | +30.0% | +15.0% |
| YTD | +25.0% | -4.0% | +29.0% | +22.6% |
| 1Y | +34.6% | +63.5% | -28.9% | +17.7% |
| 3Y | +43.6% | +86.8% | -43.1% | +16.1% |
| 5Y | +51.7% | +12.4% | +39.4% | +27.3% |
| 10Y | +282.5% | +132.3% | +150.2% | +106.5% |
| All | +282.5% | +121.9% | +160.6% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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