+91.8%
AUR vs EXR
+22.1%
+69.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.0% |
| 7D | +0.2% | -3.2% | +3.4% | +2.3% |
| 30D | -8.9% | -6.9% | -2.0% | -4.5% |
| 3M | +4.6% | -7.8% | +12.4% | +9.6% |
| 6M | +44.9% | -4.9% | +49.7% | +47.6% |
| YTD | +64.8% | +7.2% | +57.7% | +53.4% |
| 1Y | +16.4% | -1.5% | +17.9% | +14.5% |
| All | +91.8% | +22.1% | +69.7% | +39.6% |
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