+187.8%
APD vs EXR
+215.3%
-27.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -1.6% | +2.7% | -4.2% | -2.4% |
| 30D | +10.6% | +18.9% | -8.3% | +4.7% |
| 3M | +2.5% | +8.4% | -5.8% | -0.2% |
| 6M | +6.0% | +14.3% | -8.4% | +1.2% |
| YTD | +28.4% | +27.2% | +1.2% | +18.0% |
| 1Y | +22.2% | +25.9% | -3.8% | +12.6% |
| 3Y | +26.6% | +54.6% | -28.1% | +7.7% |
| 5Y | +11.8% | -0.6% | +12.4% | +7.6% |
| 10Y | +187.8% | +208.5% | -20.7% | +103.2% |
| All | +187.8% | +215.3% | -27.5% | +103.2% |
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