+279.5%
UNP vs AEE
+191.3%
+88.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -2.0% | -2.0% | 0.0% | -1.3% |
| 3M | +7.5% | -2.8% | +10.3% | +8.5% |
| 6M | +15.3% | -3.6% | +18.9% | +16.7% |
| YTD | +25.4% | +7.3% | +18.1% | +21.7% |
| 1Y | +35.6% | +8.7% | +26.9% | +30.8% |
| 3Y | +44.1% | +46.0% | -1.9% | +22.4% |
| 5Y | +54.0% | +39.8% | +14.2% | +32.4% |
| All | +279.5% | +191.3% | +88.2% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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