+268.0%
APH vs EXR
-1.5%
+269.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.8% | -9.2% |
| 7D | -12.7% | +6.8% | -19.5% | -14.4% |
| 30D | -19.2% | +19.6% | -38.8% | -23.3% |
| 3M | -16.7% | +8.0% | -24.7% | -18.6% |
| 6M | +5.1% | +17.2% | -12.0% | -0.4% |
| YTD | +6.6% | +27.2% | -20.7% | -1.7% |
| 1Y | +3.9% | +26.1% | -22.2% | -4.0% |
| 3Y | +246.0% | +70.7% | +175.3% | +170.6% |
| 5Y | +268.0% | +1.0% | +267.0% | +254.8% |
| All | +268.0% | -1.5% | +269.5% | +254.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling