-44.0%
ACI vs UDR
-20.7%
-23.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.9% |
| 7D | -5.0% | -3.3% | -1.8% | -4.2% |
| 30D | -2.3% | -5.6% | +3.3% | -0.7% |
| 3M | -23.2% | -9.4% | -13.8% | -21.1% |
| 6M | -29.5% | -3.0% | -26.5% | -28.9% |
| YTD | -28.6% | -0.4% | -28.2% | -28.7% |
| 1Y | -34.0% | -5.1% | -28.9% | -33.3% |
| 3Y | -45.0% | +4.2% | -49.2% | -46.2% |
| 5Y | -44.0% | -19.5% | -24.5% | -44.1% |
| All | -44.0% | -20.7% | -23.3% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling