+277.6%
UNP vs AGG
+14.2%
+263.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.8% | -1.1% | -0.8% | -1.5% |
| 30D | -2.7% | -1.1% | -1.6% | -2.4% |
| 3M | +6.5% | -1.9% | +8.4% | +7.0% |
| 6M | +14.4% | -1.7% | +16.1% | +14.9% |
| YTD | +24.8% | -1.3% | +26.1% | +25.2% |
| 1Y | +34.4% | -0.7% | +35.2% | +34.7% |
| 3Y | +43.6% | +12.5% | +31.1% | +39.4% |
| 5Y | +53.2% | -2.5% | +55.7% | +46.5% |
| All | +277.6% | +14.2% | +263.4% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling