+0.3%
APA vs EXR
+221.5%
-221.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -15.5% | +5.2% | -20.7% | -17.0% |
| 30D | +2.4% | +20.9% | -18.5% | -3.7% |
| 3M | +22.8% | +7.7% | +15.1% | +19.6% |
| 6M | +17.9% | +13.2% | +4.8% | +12.7% |
| YTD | +87.7% | +26.5% | +61.2% | +71.2% |
| 1Y | +94.2% | +27.2% | +67.0% | +76.7% |
| 3Y | +27.2% | +71.5% | -44.3% | +1.3% |
| 5Y | +74.1% | +0.4% | +73.8% | +65.8% |
| All | +0.3% | +221.5% | -221.2% | -27.6% |
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