+427.4%
AEM vs EXR
+217.4%
+209.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | -1.2% | +18.8% | -19.9% | -4.5% |
| 3M | +2.5% | +9.9% | -7.4% | +0.6% |
| 6M | -5.1% | +12.6% | -17.7% | -7.5% |
| YTD | +10.4% | +26.5% | -16.1% | +5.2% |
| 1Y | +11.8% | +24.5% | -12.7% | +6.8% |
| 3Y | +315.6% | +52.4% | +263.2% | +280.4% |
| 5Y | +266.3% | -1.5% | +267.8% | +256.2% |
| 10Y | +427.4% | +216.0% | +211.4% | +360.8% |
| All | +427.4% | +217.4% | +209.9% | +360.8% |
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 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