+40.4%
UNP vs AEM
+252.1%
-211.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.0% |
| 7D | +2.1% | -5.6% | +7.7% | +2.4% |
| 30D | +7.7% | -3.9% | +11.6% | +7.8% |
| 3M | +4.0% | -3.4% | +7.5% | +4.0% |
| 6M | +15.7% | -9.0% | +24.7% | +16.1% |
| YTD | +33.5% | +5.9% | +27.6% | +31.6% |
| 1Y | +38.9% | +4.0% | +35.0% | +37.1% |
| 3Y | +53.7% | +298.8% | -245.1% | +25.2% |
| 5Y | +40.4% | +250.7% | -210.3% | +12.0% |
| All | +40.4% | +252.1% | -211.7% | +12.0% |
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