+9,321.7%
UNP vs AEP
+2,223.4%
+7,098.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -5.3% | +1.8% | -7.1% | -5.9% |
| 30D | -1.5% | -0.8% | -0.7% | -1.3% |
| 3M | +10.3% | -1.8% | +12.1% | +10.8% |
| 6M | +9.7% | -5.4% | +15.0% | +11.5% |
| YTD | +27.1% | +10.4% | +16.7% | +22.5% |
| 1Y | +32.6% | +18.2% | +14.4% | +24.6% |
| 3Y | +40.0% | +79.0% | -39.0% | +12.6% |
| 5Y | +50.8% | +64.8% | -14.0% | +24.3% |
| 10Y | +278.6% | +170.8% | +107.8% | +157.1% |
| All | +9,321.7% | +2,223.4% | +7,098.3% | +2,624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling