+190.7%
APD vs EXR
+217.4%
-26.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -1.2% | -1.1% | 0.0% | -0.8% |
| 30D | +11.0% | +18.8% | -7.7% | +5.1% |
| 3M | +2.6% | +9.9% | -7.4% | -0.6% |
| 6M | +4.8% | +12.6% | -7.8% | +0.6% |
| YTD | +31.0% | +26.5% | +4.5% | +20.5% |
| 1Y | +23.4% | +24.5% | -1.1% | +14.2% |
| 3Y | +28.4% | +52.4% | -24.1% | +9.6% |
| 5Y | +15.2% | -1.5% | +16.7% | +11.2% |
| 10Y | +190.7% | +216.0% | -25.3% | +103.3% |
| All | +190.7% | +217.4% | -26.7% | +103.3% |
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