+9,321.7%
UNP vs AEM
+3,538.8%
+5,782.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | -1.5% | +24.0% | -25.6% | -2.4% |
| 3M | +10.3% | +16.1% | -5.8% | +9.4% |
| 6M | +9.7% | -11.6% | +21.3% | +10.0% |
| YTD | +27.1% | +21.5% | +5.6% | +25.7% |
| 1Y | +32.6% | +39.2% | -6.6% | +30.2% |
| 3Y | +40.0% | +347.4% | -307.4% | +30.4% |
| 5Y | +50.8% | +290.1% | -239.3% | +40.6% |
| 10Y | +278.6% | +357.8% | -79.2% | +246.3% |
| All | +9,321.7% | +3,538.8% | +5,782.9% | +8,617.7% |
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 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