+601.2%
AU vs EXR
+24.5%
+576.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | +12.8% | -6.9% | +19.7% | +16.1% |
| 3M | +28.5% | -3.0% | +31.4% | +29.4% |
| 6M | +4.8% | -2.9% | +7.8% | +5.7% |
| YTD | +31.0% | +9.3% | +21.7% | +26.2% |
| 1Y | +81.4% | -0.9% | +82.4% | +80.8% |
| All | +601.2% | +24.5% | +576.7% | +559.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling