+121.2%
AEIS vs EXR
+69.9%
+51.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.3% |
| 7D | -11.3% | +5.2% | -16.5% | -12.9% |
| 30D | -32.6% | +20.9% | -53.5% | -37.2% |
| 3M | -39.2% | +7.7% | -46.9% | -40.9% |
| 6M | -45.4% | +13.2% | -58.5% | -48.5% |
| YTD | -5.8% | +26.5% | -32.3% | -15.7% |
| 1Y | -10.0% | +27.2% | -37.2% | -19.8% |
| 3Y | +121.2% | +71.5% | +49.6% | +70.4% |
| All | +121.2% | +69.9% | +51.3% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling