+796.3%
AU vs EXR
+216.3%
+580.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -7.2% | -0.4% | -6.8% | -7.1% |
| 30D | -2.9% | +18.2% | -21.1% | -6.3% |
| 3M | -8.7% | +7.3% | -16.0% | -10.1% |
| 6M | -14.1% | +13.8% | -28.0% | -16.6% |
| YTD | +4.8% | +25.9% | -21.1% | -0.1% |
| 1Y | +11.9% | +25.8% | -13.9% | +6.7% |
| 3Y | +513.8% | +53.7% | +460.1% | +466.1% |
| 5Y | +379.3% | -1.8% | +381.0% | +361.1% |
| All | +796.3% | +216.3% | +580.0% | +695.5% |
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