+100.7%
UNP vs ACI
+18.9%
+81.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | -1.7% | -5.0% | +3.3% | -1.4% |
| 30D | -2.1% | -2.3% | +0.2% | -2.0% |
| 3M | +5.4% | -23.2% | +28.6% | +7.0% |
| 6M | +13.4% | -29.5% | +42.9% | +15.7% |
| YTD | +25.0% | -28.6% | +53.6% | +27.3% |
| 1Y | +34.6% | -34.0% | +68.6% | +37.9% |
| 3Y | +43.6% | -45.0% | +88.6% | +48.7% |
| 5Y | +51.7% | -44.0% | +95.7% | +55.7% |
| All | +100.7% | +18.9% | +81.8% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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