+308.9%
AVAV vs EXR
+216.3%
+92.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +4.2% | -0.4% | +4.7% | +4.4% |
| 30D | -2.6% | +18.2% | -20.8% | -7.4% |
| 3M | -38.0% | +7.3% | -45.3% | -39.3% |
| 6M | -27.0% | +13.8% | -40.8% | -29.9% |
| YTD | -51.4% | +25.9% | -77.3% | -54.6% |
| 1Y | -60.2% | +25.8% | -86.0% | -62.9% |
| 3Y | -6.7% | +53.7% | -60.4% | -20.7% |
| 5Y | +28.3% | -1.8% | +30.1% | +23.8% |
| All | +308.9% | +216.3% | +92.6% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling