-45.4%
AEIS vs EXR
+14.7%
-60.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +5.6% |
| 7D | -11.3% | +5.2% | -16.5% | -7.1% |
| 30D | -32.6% | +20.9% | -53.5% | -21.4% |
| 3M | -39.2% | +7.7% | -46.9% | -35.0% |
| 6M | -45.4% | +13.2% | -58.5% | -43.1% |
| All | -45.4% | +14.7% | -60.1% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling