+856.5%
AEP vs EXR
+3,095.3%
-2,238.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.7% | -1.1% | +1.9% | +1.1% |
| 30D | +4.8% | +18.8% | -14.0% | -0.1% |
| 3M | +5.4% | +9.9% | -4.6% | +2.5% |
| 6M | +0.4% | +12.6% | -12.3% | -3.0% |
| YTD | +15.5% | +26.5% | -11.0% | +7.9% |
| 1Y | +8.5% | +24.5% | -16.0% | +1.7% |
| 3Y | +84.6% | +52.4% | +32.2% | +61.4% |
| 5Y | +86.9% | -1.5% | +88.4% | +80.9% |
| 10Y | +205.1% | +216.0% | -10.8% | +115.1% |
| All | +856.5% | +3,095.3% | -2,238.9% | +279.2% |
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