+55.0%
AEE vs UDR
-20.8%
+75.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | +9.7% | +7.8% | +2.0% | +6.4% |
| 3M | +5.9% | -2.8% | +8.7% | +7.0% |
| 6M | +6.7% | -1.4% | +8.1% | +7.1% |
| YTD | +17.4% | +3.4% | +14.0% | +15.0% |
| 1Y | +12.7% | +9.9% | +2.8% | +7.5% |
| 3Y | +68.2% | +28.5% | +39.7% | +47.5% |
| All | +55.0% | -20.8% | +75.8% | +63.7% |
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