+297.5%
AEM vs EXR
-10.8%
+308.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | +13.1% | -6.9% | +20.1% | +15.4% |
| 3M | +24.8% | -3.0% | +27.8% | +25.4% |
| 6M | -8.2% | -2.9% | -5.3% | -7.7% |
| YTD | +19.8% | +9.3% | +10.6% | +16.5% |
| 1Y | +32.1% | -0.9% | +33.0% | +31.7% |
| 3Y | +348.2% | +24.7% | +323.5% | +311.2% |
| 5Y | +297.5% | -11.7% | +309.2% | +298.6% |
| All | +297.5% | -10.8% | +308.3% | +298.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling