+3,149.9%
UNP vs AEE
+813.9%
+2,336.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -5.3% | +0.3% | -5.7% | -5.5% |
| 30D | -1.5% | -2.3% | +0.7% | -0.6% |
| 3M | +10.3% | +0.2% | +10.0% | +10.0% |
| 6M | +9.7% | -4.7% | +14.4% | +11.8% |
| YTD | +27.1% | +8.1% | +19.0% | +22.5% |
| 1Y | +32.6% | +8.5% | +24.0% | +27.4% |
| 3Y | +40.0% | +48.9% | -8.9% | +15.3% |
| 5Y | +50.8% | +39.9% | +10.9% | +26.9% |
| 10Y | +278.6% | +186.5% | +92.1% | +121.7% |
| All | +3,149.9% | +813.9% | +2,336.0% | +962.0% |
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