-57.9%
AUR vs EXR
+33.1%
-91.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.1% |
| 3M | -38.5% | +7.3% | -45.8% | -41.7% |
| 6M | -49.9% | +13.8% | -63.7% | -54.9% |
| YTD | +9.6% | +25.9% | -16.3% | -8.5% |
| 1Y | +1.2% | +25.8% | -24.6% | -15.6% |
| 3Y | +128.8% | +53.7% | +75.1% | +61.6% |
| 5Y | -57.9% | -1.8% | -56.1% | -60.4% |
| All | -57.9% | +33.1% | -91.0% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling