+51.7%
UNP vs AEP
+64.9%
-13.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | -2.1% | +1.5% | -3.6% | -2.7% |
| 3M | +5.4% | -1.7% | +7.1% | +6.0% |
| 6M | +13.4% | -4.0% | +17.4% | +14.8% |
| YTD | +25.0% | +10.6% | +14.4% | +20.1% |
| 1Y | +34.6% | +18.6% | +16.0% | +25.6% |
| 3Y | +43.6% | +78.7% | -35.1% | +10.3% |
| 5Y | +51.7% | +65.1% | -13.4% | +22.5% |
| All | +51.7% | +64.9% | -13.2% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling