+386.5%
AU vs EXR
-2.2%
+388.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -4.5% |
| 7D | -1.1% | -1.2% | +0.1% | -0.6% |
| 30D | -4.4% | +18.3% | -22.7% | -10.3% |
| 3M | -10.0% | +9.1% | -19.0% | -12.9% |
| 6M | -14.5% | +11.7% | -26.2% | -18.2% |
| YTD | +6.4% | +25.7% | -19.3% | -2.4% |
| 1Y | +7.7% | +24.9% | -17.2% | -1.0% |
| 3Y | +514.1% | +51.4% | +462.7% | +417.7% |
| 5Y | +386.5% | -1.9% | +388.5% | +388.8% |
| All | +386.5% | -2.2% | +388.7% | +388.8% |
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