+18.6%
AEP vs EXR
-2.8%
+21.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | +0.9% | -3.1% | +4.0% | +1.7% |
| 30D | +1.5% | -7.5% | +9.0% | +3.4% |
| 3M | -1.7% | -7.5% | +5.8% | +0.2% |
| 6M | -4.0% | -5.2% | +1.2% | -3.0% |
| YTD | +10.6% | +6.5% | +4.1% | +12.0% |
| 1Y | +18.6% | -2.0% | +20.6% | +17.6% |
| All | +18.6% | -2.8% | +21.5% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling