+9,738.8%
UNP vs AEM
+3,071.7%
+6,667.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | -6.8% | +11.1% | +4.5% |
| 30D | +5.6% | +0.8% | +4.8% | +5.5% |
| 3M | +2.0% | -0.8% | +2.9% | +1.9% |
| 6M | +15.4% | -8.5% | +23.9% | +15.5% |
| YTD | +32.7% | +5.9% | +26.8% | +31.8% |
| 1Y | +39.4% | +6.6% | +32.8% | +38.4% |
| 3Y | +54.3% | +302.2% | -247.9% | +44.2% |
| 5Y | +39.6% | +250.8% | -211.2% | +30.6% |
| 10Y | +288.9% | +406.1% | -117.2% | +254.3% |
| All | +9,738.8% | +3,071.7% | +6,667.0% | +9,044.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling