+54.0%
UNP vs AGG
-2.6%
+56.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.8% | -1.1% | -0.8% | -1.3% |
| 30D | -2.7% | -1.1% | -1.6% | -2.2% |
| 3M | +6.5% | -1.9% | +8.4% | +7.5% |
| 6M | +14.4% | -1.7% | +16.1% | +15.3% |
| YTD | +24.8% | -1.3% | +26.1% | +25.6% |
| 1Y | +34.4% | -0.7% | +35.2% | +34.9% |
| 3Y | +43.6% | +12.5% | +31.1% | +35.5% |
| All | +54.0% | -2.6% | +56.6% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling