+443.9%
AME vs EXR
+215.3%
+228.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | -1.5% | +2.7% | -4.2% | -2.4% |
| 30D | -4.2% | +18.9% | -23.1% | -9.5% |
| 3M | -5.9% | +8.4% | -14.3% | -8.5% |
| 6M | +2.8% | +14.3% | -11.5% | -2.0% |
| YTD | +16.6% | +27.2% | -10.7% | +7.1% |
| 1Y | +22.1% | +25.9% | -3.8% | +12.5% |
| 3Y | +64.7% | +54.6% | +10.0% | +36.3% |
| 5Y | +76.6% | -0.6% | +77.2% | +68.8% |
| 10Y | +443.9% | +208.5% | +235.4% | +276.3% |
| All | +443.9% | +215.3% | +228.6% | +276.3% |
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