+128.8%
AUR vs EXR
+53.5%
+75.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -4.5% | -0.4% | -4.1% | -4.2% |
| 30D | -16.6% | +18.2% | -34.8% | -26.3% |
| 3M | -38.5% | +7.3% | -45.8% | -41.7% |
| 6M | -49.9% | +13.8% | -63.7% | -55.1% |
| YTD | +9.6% | +25.9% | -16.3% | -9.8% |
| 1Y | +1.2% | +25.8% | -24.6% | -16.8% |
| 3Y | +128.8% | +53.7% | +75.1% | +22.8% |
| All | +128.8% | +53.5% | +75.3% | +22.8% |
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 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