+45.5%
UNP vs ACI
-43.5%
+89.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | -0.7% | -2.6% | +1.8% | -0.6% |
| 30D | -1.1% | +1.1% | -2.2% | -1.2% |
| 3M | +7.9% | -23.6% | +31.5% | +9.8% |
| 6M | +14.6% | -29.9% | +44.6% | +17.6% |
| YTD | +26.6% | -26.9% | +53.4% | +28.9% |
| 1Y | +35.6% | -34.2% | +69.8% | +39.9% |
| 3Y | +45.5% | -43.6% | +89.1% | +51.9% |
| All | +45.5% | -43.5% | +89.0% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling