+112.9%
UNP vs ACI
+32.1%
+80.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -2.1% | -5.3% | +3.2% | -1.7% |
| 30D | +7.3% | +5.0% | +2.3% | +7.0% |
| 3M | +3.6% | +7.5% | -3.9% | +3.1% |
| 6M | +15.8% | -16.0% | +31.9% | +16.9% |
| YTD | +32.6% | -20.6% | +53.2% | +34.1% |
| 1Y | +37.2% | -23.5% | +60.8% | +39.2% |
| 3Y | +52.6% | -32.1% | +84.7% | +55.8% |
| 5Y | +40.6% | -42.5% | +83.1% | +43.2% |
| All | +112.9% | +32.1% | +80.8% | +114.1% |
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