+78.5%
AME vs EXR
-1.8%
+80.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +5.9% | -0.4% | +6.3% | +6.0% |
| 30D | -1.9% | +18.2% | -20.1% | -6.3% |
| 3M | -5.4% | +7.3% | -12.7% | -7.3% |
| 6M | +4.9% | +13.8% | -8.9% | +0.9% |
| YTD | +18.5% | +25.9% | -7.5% | +10.7% |
| 1Y | +25.5% | +25.8% | -0.3% | +17.3% |
| 3Y | +63.0% | +53.7% | +9.3% | +37.7% |
| All | +78.5% | -1.8% | +80.3% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling