+279.5%
UNP vs AEIS
+531.1%
-251.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.0% | -16.4% | +14.4% | +1.6% |
| 3M | +7.5% | -11.1% | +18.7% | +7.9% |
| 6M | +15.3% | -12.0% | +27.4% | +14.5% |
| YTD | +25.4% | +30.9% | -5.5% | +12.0% |
| 1Y | +35.6% | +74.3% | -38.7% | +11.1% |
| 3Y | +44.1% | +165.2% | -121.0% | +1.2% |
| 5Y | +54.0% | +220.0% | -166.1% | -0.8% |
| All | +279.5% | +531.1% | -251.6% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling