+170.8%
AEP vs UDR
+47.3%
+123.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.6% |
| 7D | -1.0% | -3.4% | +2.4% | +0.5% |
| 30D | -0.1% | -5.4% | +5.3% | +2.3% |
| 3M | -3.2% | -10.0% | +6.8% | +1.1% |
| 6M | -5.3% | -2.5% | -2.7% | -4.6% |
| YTD | +9.5% | -1.1% | +10.7% | +9.3% |
| 1Y | +17.5% | -3.9% | +21.4% | +18.4% |
| 3Y | +77.0% | +3.4% | +73.5% | +69.4% |
| 5Y | +66.4% | -18.9% | +85.3% | +75.3% |
| All | +170.8% | +47.3% | +123.5% | +108.8% |
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