+9,283.7%
UNP vs AON
+5,010.1%
+4,273.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | -0.7% | -3.2% | +2.5% | +0.2% |
| 30D | -1.1% | -11.9% | +10.7% | +2.5% |
| 3M | +7.9% | -2.9% | +10.7% | +8.3% |
| 6M | +14.6% | -6.8% | +21.5% | +16.3% |
| YTD | +26.6% | -10.1% | +36.7% | +29.3% |
| 1Y | +35.6% | -14.2% | +49.8% | +40.3% |
| 3Y | +45.5% | -3.3% | +48.8% | +43.8% |
| 5Y | +50.0% | +13.6% | +36.4% | +40.0% |
| 10Y | +271.8% | +209.2% | +62.7% | +158.8% |
| All | +9,283.7% | +5,010.1% | +4,273.6% | +3,189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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