+346.7%
AEM vs UDR
+47.3%
+299.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -5.0% | -3.4% | -1.7% | -4.5% |
| 30D | +8.5% | -5.4% | +13.9% | +9.4% |
| 3M | +29.3% | -10.0% | +39.2% | +31.2% |
| 6M | -12.9% | -2.5% | -10.4% | -12.8% |
| YTD | +16.8% | -1.1% | +17.9% | +16.7% |
| 1Y | +29.8% | -3.9% | +33.7% | +30.2% |
| 3Y | +336.7% | +3.4% | +333.3% | +330.7% |
| 5Y | +299.9% | -18.9% | +318.8% | +302.0% |
| All | +346.7% | +47.3% | +299.4% | +301.8% |
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