+197.7%
AON vs UDR
+47.2%
+150.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -6.3% | -3.5% | -2.9% | -5.0% |
| 30D | -14.1% | -5.3% | -8.8% | -12.3% |
| 3M | -9.5% | -9.5% | 0.0% | -6.0% |
| 6M | -4.0% | -0.7% | -3.4% | -4.0% |
| YTD | -13.8% | -1.2% | -12.6% | -13.8% |
| 1Y | -18.3% | -5.7% | -12.5% | -16.9% |
| 3Y | -7.2% | +3.7% | -10.9% | -10.4% |
| 5Y | +7.3% | -18.9% | +26.3% | +13.4% |
| All | +197.7% | +47.2% | +150.5% | +162.4% |
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