+826.7%
AEE vs UDR
+1,088.0%
-261.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +1.3% | -2.1% | +3.4% | +1.9% |
| 30D | -1.2% | -5.6% | +4.4% | +0.4% |
| 3M | +1.0% | -5.8% | +6.8% | +2.7% |
| 6M | -2.3% | -1.1% | -1.2% | -2.1% |
| YTD | +9.1% | +1.6% | +7.5% | +8.2% |
| 1Y | +10.6% | -2.7% | +13.2% | +10.9% |
| 3Y | +48.5% | +6.3% | +42.2% | +44.1% |
| 5Y | +39.9% | -19.3% | +59.2% | +45.9% |
| 10Y | +185.7% | +46.0% | +139.7% | +151.5% |
| All | +826.7% | +1,088.0% | -261.3% | +447.5% |
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