+50.0%
UNP vs ACI
-44.9%
+94.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.1% |
| 7D | -0.7% | -2.6% | +1.8% | -0.5% |
| 30D | -1.1% | +1.1% | -2.2% | -1.3% |
| 3M | +7.9% | -23.6% | +31.5% | +10.5% |
| 6M | +14.6% | -29.9% | +44.6% | +18.5% |
| YTD | +26.6% | -26.9% | +53.4% | +29.9% |
| 1Y | +35.6% | -34.2% | +69.8% | +40.9% |
| 3Y | +45.5% | -43.6% | +89.1% | +53.6% |
| 5Y | +50.0% | -42.4% | +92.4% | +54.5% |
| All | +50.0% | -44.9% | +94.9% | +54.5% |
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