+67.6%
AEP vs EXR
-11.8%
+79.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | +1.8% | -2.6% | +4.4% | +2.6% |
| 30D | -0.8% | -7.2% | +6.4% | +1.4% |
| 3M | -1.8% | -3.5% | +1.7% | -0.9% |
| 6M | -5.4% | -5.3% | -0.1% | -4.0% |
| YTD | +10.4% | +9.4% | +1.1% | +7.3% |
| 1Y | +18.2% | +1.3% | +16.8% | +17.0% |
| 3Y | +79.0% | +22.4% | +56.5% | +65.0% |
| All | +67.6% | -11.8% | +79.5% | +68.5% |
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