+54.0%
UNP vs AEM
+294.2%
-240.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.6% |
| 7D | -1.2% | -5.0% | +3.9% | -0.8% |
| 30D | -2.0% | +8.5% | -10.4% | -2.6% |
| 3M | +7.5% | +29.3% | -21.8% | +5.5% |
| 6M | +15.3% | -12.9% | +28.3% | +16.4% |
| YTD | +25.4% | +16.8% | +8.6% | +23.1% |
| 1Y | +35.6% | +29.8% | +5.8% | +31.4% |
| 3Y | +44.1% | +336.7% | -292.6% | +17.4% |
| 5Y | +54.0% | +299.9% | -246.0% | +23.7% |
| All | +54.0% | +294.2% | -240.2% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling