-36.6%
AUR vs EXR
+15.6%
-52.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.2% |
| 7D | +8.7% | -2.6% | +11.3% | +10.7% |
| 30D | -5.2% | -7.2% | +2.0% | -0.3% |
| 3M | -7.3% | -3.5% | -3.8% | -5.8% |
| 6M | +41.2% | -5.3% | +46.5% | +44.7% |
| YTD | +65.1% | +9.4% | +55.8% | +52.6% |
| 1Y | +13.4% | +1.3% | +12.1% | +9.9% |
| 3Y | +98.1% | +22.4% | +75.7% | +63.7% |
| 5Y | -36.0% | -12.2% | -23.8% | -33.3% |
| All | -36.6% | +15.6% | -52.2% | -34.9% |
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