+186.6%
AEE vs UDR
+47.3%
+139.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.7% | -3.4% | +2.7% | +1.0% |
| 30D | -2.0% | -5.4% | +3.5% | +0.6% |
| 3M | -2.8% | -10.0% | +7.1% | +2.0% |
| 6M | -3.6% | -2.5% | -1.0% | -2.8% |
| YTD | +7.3% | -1.1% | +8.4% | +7.1% |
| 1Y | +8.7% | -3.9% | +12.6% | +9.8% |
| 3Y | +46.0% | +3.4% | +42.6% | +39.6% |
| 5Y | +39.8% | -18.9% | +58.7% | +48.3% |
| All | +186.6% | +47.3% | +139.4% | +115.6% |
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 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