+1,361.6%
AAPL vs EXR
+215.7%
+1,145.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +3.2% | -1.2% | +4.4% | +3.6% |
| 30D | +4.1% | +18.3% | -14.2% | -1.8% |
| 3M | +17.5% | +9.1% | +8.4% | +14.0% |
| 6M | +20.6% | +11.7% | +8.8% | +15.7% |
| YTD | +31.0% | +25.7% | +5.3% | +20.1% |
| 1Y | +30.2% | +24.9% | +5.3% | +19.5% |
| 3Y | +92.9% | +51.4% | +41.4% | +61.2% |
| 5Y | +142.4% | -1.9% | +144.3% | +133.7% |
| All | +1,361.6% | +215.7% | +1,145.9% | +975.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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