+37.9%
UNP vs ACI
-41.1%
+79.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.3% |
| 7D | -3.3% | -5.9% | +2.6% | -2.6% |
| 30D | +6.7% | +7.2% | -0.5% | +6.0% |
| 3M | +1.8% | +8.8% | -7.0% | +0.9% |
| 6M | +13.3% | -17.2% | +30.5% | +15.2% |
| YTD | +30.3% | -21.3% | +51.6% | +32.9% |
| 1Y | +36.9% | -23.7% | +60.7% | +40.2% |
| 3Y | +50.9% | -32.8% | +83.8% | +56.4% |
| 5Y | +37.9% | -41.4% | +79.3% | +43.1% |
| All | +37.9% | -41.1% | +79.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling