+4,831.8%
UNP vs AEIS
+2,566.8%
+2,265.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | -5.3% | +3.0% | -8.3% | -5.7% |
| 30D | -1.5% | -14.6% | +13.1% | +0.3% |
| 3M | +10.3% | -12.4% | +22.7% | +10.8% |
| 6M | +9.7% | -15.0% | +24.6% | +10.0% |
| YTD | +27.1% | +34.3% | -7.2% | +19.5% |
| 1Y | +32.6% | +87.4% | -54.8% | +18.5% |
| 3Y | +40.0% | +139.8% | -99.8% | +18.8% |
| 5Y | +50.8% | +220.7% | -169.9% | +21.6% |
| 10Y | +278.6% | +531.6% | -253.0% | +170.3% |
| All | +4,831.8% | +2,566.8% | +2,265.0% | +2,627.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling