+2,034.2%
AEM vs EXR
+2,662.2%
-628.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.9% |
| 7D | -0.5% | -2.6% | +2.0% | 0.0% |
| 30D | +24.0% | -7.2% | +31.2% | +25.9% |
| 3M | +16.1% | -3.5% | +19.6% | +16.7% |
| 6M | -11.6% | -5.3% | -6.3% | -10.7% |
| YTD | +21.5% | +9.4% | +12.2% | +19.1% |
| 1Y | +39.2% | +1.3% | +37.9% | +38.4% |
| 3Y | +347.4% | +22.4% | +325.0% | +323.3% |
| 5Y | +290.1% | -12.2% | +302.4% | +290.4% |
| 10Y | +357.8% | +148.6% | +209.2% | +261.3% |
| All | +2,034.2% | +2,662.2% | -628.1% | +839.1% |
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