+700.5%
AU vs EXR
-13.9%
+714.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.8% |
| 30D | +12.3% | -7.5% | +19.8% | +15.5% |
| 3M | +29.4% | -7.5% | +36.9% | +32.6% |
| 6M | +3.2% | -5.2% | +8.4% | +5.0% |
| YTD | +31.8% | +6.5% | +25.3% | +28.9% |
| 1Y | +83.4% | -2.0% | +85.4% | +83.9% |
| 3Y | +623.1% | +21.5% | +601.6% | +563.1% |
| 5Y | +700.5% | -11.5% | +712.0% | +719.7% |
| All | +700.5% | -13.9% | +714.4% | +719.7% |
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 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