+883.4%
APH vs EXR
+221.5%
+661.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | -5.9% | +5.2% | -11.1% | -7.4% |
| 30D | -14.8% | +20.9% | -35.7% | -19.7% |
| 3M | -12.4% | +7.7% | -20.1% | -14.6% |
| 6M | +8.1% | +13.2% | -5.1% | +3.3% |
| YTD | +10.9% | +26.5% | -15.5% | +2.3% |
| 1Y | +8.8% | +27.2% | -18.4% | -0.1% |
| 3Y | +262.1% | +71.5% | +190.5% | +189.1% |
| 5Y | +283.1% | +0.4% | +282.8% | +265.8% |
| All | +883.4% | +221.5% | +661.9% | +588.0% |
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 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