-36.1%
AUR vs EXR
-11.2%
-24.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.0% |
| 7D | +0.2% | -3.2% | +3.4% | +2.4% |
| 30D | -8.9% | -6.9% | -2.0% | -4.3% |
| 3M | +4.6% | -7.8% | +12.4% | +9.8% |
| 6M | +44.9% | -4.9% | +49.7% | +47.9% |
| YTD | +64.8% | +7.2% | +57.7% | +54.1% |
| 1Y | +16.4% | -1.5% | +17.9% | +14.8% |
| 3Y | +85.1% | +22.3% | +62.8% | +51.7% |
| 5Y | -36.1% | -10.9% | -25.2% | -32.3% |
| All | -36.1% | -11.2% | -24.9% | -32.3% |
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