+190.2%
AEE vs EXR
+148.1%
+42.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.6% |
| 7D | +1.1% | -3.1% | +4.1% | +2.3% |
| 30D | 0.0% | -7.5% | +7.5% | +3.2% |
| 3M | -0.9% | -7.5% | +6.6% | +2.2% |
| 6M | -2.4% | -5.2% | +2.8% | -0.5% |
| YTD | +8.6% | +6.5% | +2.1% | +5.4% |
| 1Y | +10.2% | -2.0% | +12.2% | +10.3% |
| 3Y | +47.8% | +21.5% | +26.3% | +30.1% |
| 5Y | +40.1% | -11.5% | +51.6% | +37.6% |
| All | +190.2% | +148.1% | +42.1% | +67.3% |
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