+186.6%
AEE vs EXR
+149.6%
+37.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -0.7% | -3.2% | +2.5% | +0.6% |
| 30D | -2.0% | -6.9% | +4.9% | +0.9% |
| 3M | -2.8% | -7.8% | +5.0% | +0.3% |
| 6M | -3.6% | -4.9% | +1.3% | -1.9% |
| YTD | +7.3% | +7.2% | +0.2% | +3.9% |
| 1Y | +8.7% | -1.5% | +10.2% | +8.6% |
| 3Y | +46.0% | +22.3% | +23.7% | +28.2% |
| 5Y | +39.8% | -10.9% | +50.7% | +36.9% |
| All | +186.6% | +149.6% | +37.0% | +64.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling