+354.6%
AEM vs EXR
+23.7%
+330.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.8% |
| 7D | -0.5% | -2.6% | +2.0% | +0.2% |
| 30D | +24.0% | -7.2% | +31.2% | +26.4% |
| 3M | +16.1% | -3.5% | +19.6% | +16.7% |
| 6M | -11.6% | -5.3% | -6.3% | -10.8% |
| YTD | +21.5% | +9.4% | +12.2% | +18.5% |
| 1Y | +39.2% | +1.3% | +37.9% | +37.9% |
| All | +354.6% | +23.7% | +330.9% | +362.4% |
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