+1,237.1%
AAPL vs EXR
+144.7%
+1,092.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.6% |
| 7D | -3.0% | -3.1% | +0.1% | -1.9% |
| 30D | +2.3% | -7.5% | +9.8% | +5.0% |
| 3M | +8.6% | -7.5% | +16.1% | +11.4% |
| 6M | +21.6% | -5.2% | +26.7% | +23.3% |
| YTD | +16.3% | +6.5% | +9.8% | +13.0% |
| 1Y | +35.1% | -2.0% | +37.1% | +34.6% |
| 3Y | +79.4% | +21.5% | +57.8% | +61.8% |
| 5Y | +109.8% | -11.5% | +121.4% | +109.7% |
| 10Y | +1,237.1% | +148.0% | +1,089.1% | +932.6% |
| All | +1,237.1% | +144.7% | +1,092.3% | +932.6% |
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