+3,594.0%
AEM vs UDR
+2,878.3%
+715.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -2.0% | +1.5% | -0.3% |
| 30D | +24.0% | -5.2% | +29.2% | +24.9% |
| 3M | +16.1% | -5.8% | +21.9% | +16.9% |
| 6M | -11.6% | -1.7% | -9.9% | -11.6% |
| YTD | +21.5% | +2.4% | +19.2% | +20.9% |
| 1Y | +39.2% | -2.1% | +41.3% | +39.2% |
| 3Y | +347.4% | +4.2% | +343.2% | +342.1% |
| 5Y | +290.1% | -20.0% | +310.1% | +296.9% |
| 10Y | +357.8% | +44.6% | +313.1% | +323.3% |
| All | +3,594.0% | +2,878.3% | +715.7% | +3,680.6% |
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