+35.6%
UNP vs AEM
+28.8%
+6.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.4% |
| 7D | -1.2% | -5.0% | +3.9% | -1.1% |
| 30D | -2.0% | +8.5% | -10.4% | -1.9% |
| 3M | +7.5% | +29.3% | -21.8% | +7.8% |
| 6M | +15.3% | -12.9% | +28.3% | +16.0% |
| YTD | +25.4% | +16.8% | +8.6% | +26.6% |
| 1Y | +35.6% | +29.8% | +5.8% | +34.5% |
| All | +35.6% | +28.8% | +6.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling