-65.2%
AAL vs UDR
+47.3%
-112.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -0.9% | -3.4% | +2.5% | +1.3% |
| 30D | -16.0% | -5.4% | -10.5% | -12.9% |
| 3M | -4.2% | -10.0% | +5.7% | +2.1% |
| 6M | +15.7% | -2.5% | +18.2% | +16.9% |
| YTD | -16.2% | -1.1% | -15.1% | -16.3% |
| 1Y | +0.2% | -3.9% | +4.1% | +1.7% |
| 3Y | -8.1% | +3.4% | -11.5% | -12.4% |
| 5Y | -32.2% | -18.9% | -13.3% | -25.0% |
| All | -65.2% | +47.3% | -112.5% | -69.9% |
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