+41.2%
AEE vs UDR
-20.2%
+61.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.8% | -3.5% | +2.7% | +0.7% |
| 30D | -2.9% | -5.3% | +2.4% | -0.8% |
| 3M | -2.4% | -9.5% | +7.1% | +1.5% |
| 6M | -2.7% | -0.7% | -2.1% | -2.7% |
| YTD | +7.3% | -1.2% | +8.4% | +7.1% |
| 1Y | +7.5% | -5.7% | +13.3% | +9.4% |
| 3Y | +46.2% | +3.7% | +42.5% | +40.7% |
| All | +41.2% | -20.2% | +61.4% | +45.3% |
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