+45.5%
UNP vs AEP
+80.6%
-35.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.7% | +2.0% | -2.7% | -1.2% |
| 30D | -1.1% | +0.5% | -1.7% | -1.3% |
| 3M | +7.9% | -0.3% | +8.2% | +7.9% |
| 6M | +14.6% | -3.5% | +18.1% | +15.5% |
| YTD | +26.6% | +11.3% | +15.3% | +23.5% |
| 1Y | +35.6% | +20.2% | +15.3% | +29.6% |
| 3Y | +45.5% | +79.8% | -34.3% | +22.6% |
| All | +45.5% | +80.6% | -35.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 3y: compounded portfolio wealth divided by compounded AEP 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…
3y analysis · Full analysis span regression · 6 months rolling