+203.2%
AEP vs EXR
+205.9%
-2.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | +4.9% | +18.0% | -13.2% | -1.4% |
| 3M | +4.9% | +9.7% | -4.8% | +1.2% |
| 6M | -0.3% | +13.4% | -13.7% | -5.0% |
| YTD | +14.3% | +26.3% | -12.0% | +4.3% |
| 1Y | +7.5% | +27.6% | -20.0% | -2.3% |
| 3Y | +82.6% | +52.2% | +30.5% | +51.0% |
| 5Y | +81.5% | -1.1% | +82.5% | +73.5% |
| 10Y | +203.2% | +216.8% | -13.6% | +81.7% |
| All | +203.2% | +205.9% | -2.7% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling