+2,214.6%
AEP vs UDR
+2,878.3%
-663.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.8% | -2.0% | +3.8% | +2.3% |
| 30D | -0.8% | -5.2% | +4.4% | +0.5% |
| 3M | -1.8% | -5.8% | +3.9% | -0.5% |
| 6M | -5.4% | -1.7% | -3.7% | -5.1% |
| YTD | +10.4% | +2.4% | +8.1% | +9.5% |
| 1Y | +18.2% | -2.1% | +20.3% | +18.2% |
| 3Y | +79.0% | +4.2% | +74.7% | +75.3% |
| 5Y | +64.8% | -20.0% | +84.8% | +70.9% |
| 10Y | +170.8% | +44.6% | +126.2% | +143.8% |
| All | +2,214.6% | +2,878.3% | -663.6% | +1,269.5% |
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