+3,293.7%
UNP vs AEE
+892.1%
+2,401.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | +4.2% | +1.7% | +2.5% | +3.5% |
| 30D | +5.6% | +9.7% | -4.2% | +1.4% |
| 3M | +2.0% | +5.9% | -3.9% | -0.6% |
| 6M | +15.4% | +6.7% | +8.7% | +11.9% |
| YTD | +32.7% | +17.4% | +15.4% | +23.3% |
| 1Y | +39.4% | +12.7% | +26.8% | +31.8% |
| 3Y | +54.3% | +68.2% | -13.9% | +20.7% |
| 5Y | +39.6% | +57.3% | -17.7% | +11.6% |
| 10Y | +288.9% | +220.6% | +68.2% | +117.2% |
| All | +3,293.7% | +892.1% | +2,401.6% | +969.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling