+521.0%
AEIS vs UDR
+47.3%
+473.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -0.2% | -3.4% | +3.2% | +1.6% |
| 30D | -16.4% | -5.4% | -11.0% | -14.2% |
| 3M | -11.1% | -10.0% | -1.2% | -7.3% |
| 6M | -12.0% | -2.5% | -9.5% | -12.6% |
| YTD | +30.9% | -1.1% | +32.0% | +28.5% |
| 1Y | +74.3% | -3.9% | +78.2% | +73.3% |
| 3Y | +165.2% | +3.4% | +161.7% | +150.1% |
| 5Y | +220.0% | -18.9% | +238.9% | +240.8% |
| All | +521.0% | +47.3% | +473.7% | +411.7% |
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