+237.1%
AEIS vs UDR
-20.7%
+257.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.2% |
| 7D | +6.5% | -3.3% | +9.7% | +8.1% |
| 30D | -9.2% | -5.6% | -3.5% | -6.9% |
| 3M | -8.3% | -9.4% | +1.1% | -5.1% |
| 6M | -6.3% | -3.0% | -3.4% | -7.0% |
| YTD | +36.5% | -0.4% | +36.9% | +32.9% |
| 1Y | +84.8% | -5.1% | +89.9% | +84.6% |
| 3Y | +176.6% | +4.2% | +172.4% | +156.2% |
| 5Y | +237.1% | -19.5% | +256.6% | +275.5% |
| All | +237.1% | -20.7% | +257.8% | +275.5% |
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