+346.4%
AEM vs EXR
+53.9%
+292.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.6% |
| 7D | +17.8% | +2.7% | +15.2% | +17.0% |
| 30D | +6.2% | +18.9% | -12.7% | +0.9% |
| 3M | +12.5% | +8.4% | +4.2% | +9.8% |
| 6M | +4.4% | +14.3% | -9.9% | -0.1% |
| YTD | +19.2% | +27.2% | -8.0% | +10.7% |
| 1Y | +25.5% | +25.9% | -0.4% | +16.8% |
| 3Y | +346.4% | +54.6% | +291.8% | +279.8% |
| All | +346.4% | +53.9% | +292.6% | +279.8% |
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 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