+554.7%
AEIS vs EXR
+144.7%
+409.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | +6.5% | -3.1% | +9.5% | +7.7% |
| 30D | -9.2% | -7.5% | -1.7% | -6.6% |
| 3M | -8.3% | -7.5% | -0.8% | -6.5% |
| 6M | -6.3% | -5.2% | -1.1% | -5.3% |
| YTD | +36.5% | +6.5% | +30.0% | +31.9% |
| 1Y | +84.8% | -2.0% | +86.8% | +83.8% |
| 3Y | +176.6% | +21.5% | +155.1% | +149.9% |
| 5Y | +237.1% | -11.5% | +248.6% | +235.7% |
| 10Y | +554.7% | +148.0% | +406.7% | +396.3% |
| All | +554.7% | +144.7% | +409.9% | +396.3% |
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