+33.3%
ACI vs UDR
+28.0%
+5.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | +2.3% | -0.4% | +2.7% | +2.3% |
| 30D | +1.2% | +7.8% | -6.5% | -0.1% |
| 3M | +6.8% | -2.8% | +9.6% | +7.3% |
| 6M | -18.7% | -1.4% | -17.3% | -18.5% |
| YTD | -20.2% | +3.4% | -23.6% | -20.8% |
| 1Y | -23.7% | +9.9% | -33.6% | -25.0% |
| 3Y | -31.6% | +28.5% | -60.1% | -34.4% |
| 5Y | -42.8% | -20.5% | -22.3% | -42.5% |
| All | +33.3% | +28.0% | +5.3% | +43.1% |
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