+152.9%
AEIS vs UDR
+27.3%
+125.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.8% | -4.2% |
| 7D | +11.5% | -0.4% | +11.9% | +11.6% |
| 30D | -15.8% | +7.8% | -23.5% | -17.8% |
| 3M | -33.3% | -2.8% | -30.5% | -32.9% |
| 6M | -35.2% | -1.4% | -33.8% | -36.1% |
| YTD | +5.0% | +3.4% | +1.6% | +0.4% |
| 1Y | +8.5% | +9.9% | -1.4% | -0.2% |
| 3Y | +152.9% | +28.5% | +124.4% | +95.6% |
| All | +152.9% | +27.3% | +125.6% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling