+2,766.8%
AEIS vs UDR
+1,311.9%
+1,455.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.0% | -2.0% | +5.0% | +4.0% |
| 30D | -14.6% | -5.2% | -9.5% | -12.4% |
| 3M | -12.4% | -5.8% | -6.7% | -10.8% |
| 6M | -15.0% | -1.7% | -13.3% | -15.6% |
| YTD | +34.3% | +2.4% | +31.9% | +29.9% |
| 1Y | +87.4% | -2.1% | +89.5% | +84.8% |
| 3Y | +139.8% | +4.2% | +135.6% | +126.9% |
| 5Y | +220.7% | -20.0% | +240.7% | +245.0% |
| 10Y | +531.6% | +44.6% | +487.0% | +374.8% |
| All | +2,766.8% | +1,311.9% | +1,455.0% | +468.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling