+814.6%
AEP vs EXR
+2,662.2%
-1,847.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | +1.8% | -2.6% | +4.4% | +2.5% |
| 30D | -0.8% | -7.2% | +6.4% | +1.2% |
| 3M | -1.8% | -3.5% | +1.7% | -0.9% |
| 6M | -5.4% | -5.3% | -0.1% | -4.1% |
| YTD | +10.4% | +9.4% | +1.1% | +7.5% |
| 1Y | +18.2% | +1.3% | +16.8% | +17.1% |
| 3Y | +79.0% | +22.4% | +56.5% | +65.9% |
| 5Y | +64.8% | -12.2% | +77.1% | +64.7% |
| 10Y | +170.8% | +148.6% | +22.3% | +103.1% |
| All | +814.6% | +2,662.2% | -1,847.6% | +277.8% |
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