+335.2%
AEIS vs UDR
+54.6%
+280.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.8% | -4.4% |
| 7D | +11.5% | -0.4% | +11.9% | +11.7% |
| 30D | -15.8% | +7.8% | -23.5% | -19.5% |
| 3M | -33.3% | -2.8% | -30.5% | -33.0% |
| 6M | -35.2% | -1.4% | -33.8% | -36.1% |
| YTD | +5.0% | +3.4% | +1.6% | 0.0% |
| 1Y | +8.5% | +9.9% | -1.4% | -0.4% |
| 3Y | +152.9% | +28.5% | +124.4% | +109.9% |
| 5Y | +144.6% | -20.5% | +165.1% | +162.2% |
| All | +335.2% | +54.6% | +280.5% | +245.0% |
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