+193.1%
APD vs EXR
+216.3%
-23.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.8% | -0.4% | +4.3% | +4.0% |
| 30D | +8.2% | +18.2% | -10.0% | +2.6% |
| 3M | +4.3% | +7.3% | -3.1% | +1.9% |
| 6M | +4.7% | +13.8% | -9.1% | +0.1% |
| YTD | +31.5% | +25.9% | +5.6% | +21.2% |
| 1Y | +23.5% | +25.8% | -2.3% | +13.9% |
| 3Y | +29.1% | +53.7% | -24.6% | +10.0% |
| 5Y | +15.9% | -1.8% | +17.6% | +12.0% |
| All | +193.1% | +216.3% | -23.2% | +105.1% |
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