+438.3%
AME vs EXR
+215.7%
+222.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +8.1% | -1.2% | +9.3% | +8.5% |
| 30D | -3.8% | +18.3% | -22.1% | -9.0% |
| 3M | -6.6% | +9.1% | -15.7% | -9.4% |
| 6M | +4.6% | +11.7% | -7.2% | +0.3% |
| YTD | +17.9% | +25.7% | -7.8% | +8.7% |
| 1Y | +23.2% | +24.9% | -1.7% | +13.8% |
| 3Y | +62.9% | +51.4% | +11.5% | +35.6% |
| 5Y | +77.5% | -1.9% | +79.5% | +70.4% |
| All | +438.3% | +215.7% | +222.6% | +270.4% |
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