+8.6%
AEIS vs EXR
+28.1%
-19.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.1% | -14.2% | -10.9% |
| 7D | -12.7% | +11.3% | -23.9% | -12.4% |
| 30D | -28.8% | +21.2% | -50.0% | -29.0% |
| 3M | -38.0% | +8.7% | -46.7% | -37.3% |
| 6M | -45.3% | +18.2% | -63.5% | -47.4% |
| YTD | +1.1% | +27.9% | -26.8% | -4.9% |
| 1Y | +8.6% | +28.3% | -19.7% | +2.3% |
| All | +8.6% | +28.1% | -19.4% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling