+1,059.7%
APH vs EXR
+148.5%
+911.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +5.0% | -2.6% | +7.5% | +5.8% |
| 30D | -3.9% | -7.2% | +3.3% | -1.7% |
| 3M | +13.0% | -3.5% | +16.5% | +13.6% |
| 6M | +25.2% | -5.3% | +30.4% | +26.6% |
| YTD | +22.9% | +9.4% | +13.6% | +18.8% |
| 1Y | +47.8% | +1.3% | +46.5% | +45.7% |
| 3Y | +283.0% | +22.4% | +260.6% | +243.8% |
| 5Y | +349.7% | -12.2% | +361.9% | +347.4% |
| All | +1,059.7% | +148.5% | +911.3% | +769.1% |
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