+69.5%
AME vs EXR
-0.3%
+69.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -5.2% | +5.2% | -10.4% | -6.5% |
| 30D | -8.0% | +20.9% | -28.9% | -12.6% |
| 3M | -8.9% | +7.7% | -16.6% | -10.8% |
| 6M | -5.0% | +13.2% | -18.2% | -8.5% |
| YTD | +11.9% | +26.5% | -14.6% | +4.5% |
| 1Y | +16.6% | +27.2% | -10.6% | +8.7% |
| 3Y | +62.5% | +71.5% | -9.1% | +31.8% |
| All | +69.5% | -0.3% | +69.8% | +65.8% |
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