+21.6%
ACI vs UDR
+22.3%
-0.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -3.7% | -3.5% | -0.3% | -3.1% |
| 30D | +0.6% | -5.3% | +5.9% | +1.6% |
| 3M | -20.3% | -9.5% | -10.8% | -18.9% |
| 6M | -24.7% | -0.7% | -24.0% | -24.5% |
| YTD | -27.2% | -1.2% | -26.0% | -27.1% |
| 1Y | -32.7% | -5.7% | -27.0% | -32.1% |
| 3Y | -43.9% | +3.7% | -47.6% | -44.4% |
| 5Y | -38.9% | -18.9% | -19.9% | -37.9% |
| All | +21.6% | +22.3% | -0.7% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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