+441.6%
AME vs EXR
+217.4%
+224.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.1% | -1.1% | +2.2% | +1.5% |
| 30D | -4.1% | +18.8% | -22.9% | -9.4% |
| 3M | -6.3% | +9.9% | -16.3% | -9.4% |
| 6M | +3.5% | +12.6% | -9.1% | -0.9% |
| YTD | +17.3% | +26.5% | -9.2% | +7.9% |
| 1Y | +22.0% | +24.5% | -2.5% | +12.8% |
| 3Y | +62.0% | +52.4% | +9.6% | +34.6% |
| 5Y | +78.5% | -1.5% | +80.0% | +71.2% |
| 10Y | +441.6% | +216.0% | +225.7% | +271.4% |
| All | +441.6% | +217.4% | +224.2% | +271.4% |
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