-4.9%
APA vs EXR
+147.0%
-151.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +15.7% | -6.9% | +22.7% | +18.3% |
| 3M | +16.5% | -3.0% | +19.4% | +17.3% |
| 6M | +35.1% | -2.9% | +38.0% | +35.0% |
| YTD | +82.2% | +9.3% | +72.9% | +74.5% |
| 1Y | +102.5% | -0.9% | +103.4% | +100.3% |
| 3Y | +10.3% | +24.7% | -14.4% | -1.7% |
| 5Y | +166.1% | -11.7% | +177.8% | +163.7% |
| 10Y | -4.9% | +148.4% | -153.3% | -28.0% |
| All | -4.9% | +147.0% | -151.9% | -28.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling