+50.0%
UNP vs AEIS
+228.8%
-178.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.8% |
| 7D | -0.7% | +8.1% | -8.9% | -1.9% |
| 30D | -1.1% | -11.1% | +10.0% | +0.4% |
| 3M | +7.9% | -5.6% | +13.5% | +7.1% |
| 6M | +14.6% | -0.6% | +15.3% | +11.5% |
| YTD | +26.6% | +38.0% | -11.4% | +15.0% |
| 1Y | +35.6% | +87.2% | -51.7% | +14.3% |
| 3Y | +45.5% | +179.7% | -134.2% | +7.7% |
| 5Y | +50.0% | +241.7% | -191.8% | +1.8% |
| All | +50.0% | +228.8% | -178.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling