+379.1%
AVAV vs EXR
+215.3%
+163.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.6% | +12.0% | +12.4% |
| 7D | +3.2% | +2.7% | +0.5% | +2.3% |
| 30D | -7.4% | +18.9% | -26.3% | -12.2% |
| 3M | -32.0% | +8.4% | -40.4% | -33.7% |
| 6M | -24.6% | +14.3% | -38.9% | -27.6% |
| YTD | -47.5% | +27.2% | -74.8% | -51.1% |
| 1Y | -61.5% | +25.9% | -87.4% | -64.1% |
| 3Y | +5.5% | +54.6% | -49.2% | -10.5% |
| 5Y | +35.7% | -0.6% | +36.3% | +30.5% |
| 10Y | +379.1% | +208.5% | +170.6% | +257.8% |
| All | +379.1% | +215.3% | +163.8% | +257.8% |
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 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