+2,383.6%
AEIS vs EXR
+3,090.1%
-706.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.5% |
| 7D | -6.9% | +1.7% | -8.6% | -7.9% |
| 30D | -23.2% | +18.0% | -41.2% | -29.9% |
| 3M | -29.5% | +9.7% | -39.1% | -33.3% |
| 6M | -37.9% | +13.4% | -51.3% | -42.9% |
| YTD | +6.0% | +26.3% | -20.3% | -7.9% |
| 1Y | +1.2% | +27.6% | -26.3% | -12.6% |
| 3Y | +150.0% | +52.2% | +97.8% | +92.6% |
| 5Y | +141.9% | -1.1% | +142.9% | +125.8% |
| 10Y | +356.2% | +216.8% | +139.3% | +109.7% |
| All | +2,383.6% | +3,090.1% | -706.5% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling