+219.9%
AEIS vs EXR
-11.8%
+231.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.9% |
| 7D | +3.0% | -2.6% | +5.5% | +4.1% |
| 30D | -14.6% | -7.2% | -7.5% | -11.9% |
| 3M | -12.4% | -3.5% | -8.9% | -12.1% |
| 6M | -15.0% | -5.3% | -9.7% | -13.8% |
| YTD | +34.3% | +9.4% | +24.9% | +27.0% |
| 1Y | +87.4% | +1.3% | +86.0% | +83.0% |
| 3Y | +139.8% | +22.4% | +117.4% | +108.2% |
| All | +219.9% | -11.8% | +231.8% | +200.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling