+278.9%
UNP vs AEIS
+332.3%
-53.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | +4.2% | +11.5% | -7.3% | +1.8% |
| 30D | +5.6% | -15.8% | +21.3% | +8.2% |
| 3M | +2.0% | -33.3% | +35.3% | +9.2% |
| 6M | +15.4% | -35.2% | +50.6% | +21.6% |
| YTD | +32.7% | +5.0% | +27.7% | +22.1% |
| 1Y | +39.4% | +8.5% | +31.0% | +27.0% |
| 3Y | +54.3% | +152.9% | -98.6% | +6.6% |
| 5Y | +39.6% | +144.6% | -105.0% | -5.9% |
| All | +278.9% | +332.3% | -53.4% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling