+3,541.8%
AEM vs UDR
+2,856.2%
+685.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +4.3% | -2.1% | +6.4% | +4.6% |
| 30D | +13.1% | -5.6% | +18.8% | +14.0% |
| 3M | +24.8% | -5.8% | +30.6% | +25.7% |
| 6M | -8.2% | -1.1% | -7.1% | -8.2% |
| YTD | +19.8% | +1.6% | +18.2% | +19.3% |
| 1Y | +32.1% | -2.7% | +34.7% | +32.2% |
| 3Y | +348.2% | +6.3% | +341.9% | +341.7% |
| 5Y | +297.5% | -19.3% | +316.8% | +303.9% |
| 10Y | +343.3% | +46.0% | +297.3% | +309.4% |
| All | +3,541.8% | +2,856.2% | +685.7% | +3,631.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling