+1,759.8%
AEM vs EXR
+3,075.0%
-1,315.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.9% |
| 7D | -5.6% | -1.2% | -4.4% | -5.4% |
| 30D | -3.9% | +18.3% | -22.2% | -7.2% |
| 3M | -3.4% | +9.1% | -12.5% | -5.2% |
| 6M | -9.0% | +11.7% | -20.8% | -11.3% |
| YTD | +5.9% | +25.7% | -19.8% | +0.8% |
| 1Y | +4.0% | +24.9% | -20.9% | -0.9% |
| 3Y | +298.8% | +51.4% | +247.3% | +261.8% |
| 5Y | +250.7% | -1.9% | +252.7% | +243.1% |
| 10Y | +405.9% | +214.0% | +192.0% | +280.5% |
| All | +1,759.8% | +3,075.0% | -1,315.2% | +694.9% |
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