+668.3%
AU vs EXR
+149.6%
+518.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | -7.0% | -3.2% | -3.8% | -6.3% |
| 30D | +7.3% | -6.9% | +14.2% | +8.9% |
| 3M | +33.2% | -7.8% | +41.0% | +35.3% |
| 6M | -0.6% | -4.9% | +4.2% | +0.3% |
| YTD | +26.2% | +7.2% | +19.0% | +24.5% |
| 1Y | +68.3% | -1.5% | +69.8% | +68.5% |
| 3Y | +592.1% | +22.3% | +569.8% | +565.3% |
| 5Y | +685.3% | -10.9% | +696.2% | +681.2% |
| All | +668.3% | +149.6% | +518.7% | +616.7% |
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