+215.0%
AEE vs EXR
+216.3%
-1.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | +9.7% | +18.2% | -8.5% | +2.5% |
| 3M | +5.9% | +7.3% | -1.4% | +2.8% |
| 6M | +6.7% | +13.8% | -7.1% | +1.1% |
| YTD | +17.4% | +25.9% | -8.6% | +6.3% |
| 1Y | +12.7% | +25.8% | -13.1% | +2.0% |
| 3Y | +68.2% | +53.7% | +14.5% | +34.4% |
| 5Y | +57.3% | -1.8% | +59.1% | +49.7% |
| All | +215.0% | +216.3% | -1.3% | +68.1% |
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