+944.2%
APH vs EXR
+217.4%
+726.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | -8.0% | +18.8% | -26.8% | -12.8% |
| 3M | -5.0% | +9.9% | -14.9% | -7.9% |
| 6M | +29.9% | +12.6% | +17.3% | +24.4% |
| YTD | +18.0% | +26.5% | -8.5% | +8.8% |
| 1Y | +11.3% | +24.5% | -13.2% | +3.0% |
| 3Y | +274.9% | +52.4% | +222.5% | +213.1% |
| 5Y | +300.6% | -1.5% | +302.1% | +284.9% |
| 10Y | +944.2% | +216.0% | +728.3% | +635.8% |
| All | +944.2% | +217.4% | +726.8% | +635.8% |
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