+282.2%
APH vs EXR
-0.3%
+282.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | -5.9% | +5.2% | -11.1% | -7.3% |
| 30D | -14.8% | +20.9% | -35.7% | -19.4% |
| 3M | -12.4% | +7.7% | -20.1% | -14.4% |
| 6M | +8.1% | +13.2% | -5.1% | +3.5% |
| YTD | +10.9% | +26.5% | -15.5% | +2.5% |
| 1Y | +8.8% | +27.2% | -18.4% | +0.2% |
| 3Y | +262.1% | +71.5% | +190.5% | +182.2% |
| All | +282.2% | -0.3% | +282.5% | +271.9% |
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