+515.2%
AEE vs EXR
+3,114.4%
-2,599.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +2.3% | +2.7% | -0.3% | +1.5% |
| 30D | +11.6% | +18.9% | -7.4% | +5.7% |
| 3M | +5.5% | +8.4% | -2.9% | +2.8% |
| 6M | +6.0% | +14.3% | -8.3% | +1.6% |
| YTD | +16.6% | +27.2% | -10.7% | +7.8% |
| 1Y | +12.1% | +25.9% | -13.9% | +3.9% |
| 3Y | +64.2% | +54.6% | +9.6% | +39.9% |
| 5Y | +59.1% | -0.6% | +59.7% | +52.6% |
| 10Y | +210.2% | +208.5% | +1.7% | +109.4% |
| All | +515.2% | +3,114.4% | -2,599.2% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling