-35.7%
AUR vs EXR
+14.2%
-49.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.0% |
| 7D | +1.4% | -1.2% | +2.6% | +2.2% |
| 30D | -6.4% | -6.2% | -0.2% | -2.3% |
| 3M | +7.7% | -7.4% | +15.1% | +12.6% |
| 6M | +44.5% | -0.5% | +45.0% | +43.2% |
| YTD | +67.4% | +8.1% | +59.4% | +55.9% |
| 1Y | +15.4% | -2.9% | +18.3% | +15.2% |
| 3Y | +94.8% | +22.9% | +71.9% | +60.6% |
| 5Y | -35.1% | -10.2% | -25.0% | -31.9% |
| All | -35.7% | +14.2% | -49.9% | -33.5% |
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