+134.9%
AS vs EXR
+24.6%
+110.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +6.9% | +5.2% | +1.7% | +4.6% |
| 30D | +16.0% | +20.9% | -4.9% | +6.9% |
| 3M | -12.8% | +7.7% | -20.6% | -15.7% |
| 6M | -15.4% | +13.2% | -28.6% | -20.0% |
| YTD | -15.7% | +26.5% | -42.2% | -23.9% |
| 1Y | +6.1% | +27.2% | -21.1% | -4.7% |
| All | +134.9% | +24.6% | +110.3% | +106.4% |
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