+64.2%
AIG vs UDR
+47.2%
+17.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -3.5% | +2.3% | +0.8% |
| 30D | -1.1% | -5.3% | +4.2% | +2.0% |
| 3M | +0.7% | -9.5% | +10.2% | +6.3% |
| 6M | -2.2% | -0.7% | -1.5% | -2.5% |
| YTD | -10.8% | -1.2% | -9.7% | -11.3% |
| 1Y | -2.0% | -5.7% | +3.7% | 0.0% |
| 3Y | +34.8% | +3.7% | +31.1% | +26.8% |
| 5Y | +55.0% | -18.9% | +74.0% | +65.9% |
| All | +64.2% | +47.2% | +17.0% | +42.5% |
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 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