+431.9%
AME vs EXR
+151.1%
+280.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -6.3% | -6.9% | +0.7% | -4.1% |
| 3M | +5.4% | -3.0% | +8.4% | +6.1% |
| 6M | +7.4% | -2.9% | +10.4% | +8.1% |
| YTD | +16.2% | +9.3% | +6.9% | +12.4% |
| 1Y | +26.8% | -0.9% | +27.7% | +26.2% |
| 3Y | +57.5% | +24.7% | +32.8% | +40.3% |
| 5Y | +84.8% | -11.7% | +96.5% | +83.3% |
| All | +431.9% | +151.1% | +280.8% | +286.9% |
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