-9.0%
AUR vs EXR
+28.1%
-37.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -5.2% |
| 7D | -19.8% | +11.3% | -31.1% | -22.5% |
| 30D | -29.0% | +21.2% | -50.2% | -33.9% |
| 3M | -43.6% | +8.7% | -52.3% | -45.3% |
| 6M | -36.6% | +18.2% | -54.9% | -41.8% |
| YTD | +6.3% | +27.9% | -21.7% | -9.6% |
| 1Y | -9.0% | +28.3% | -37.4% | -22.2% |
| All | -9.0% | +28.1% | -37.1% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling