+358.4%
AVAV vs EXR
+221.5%
+136.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.6% | +11.0% | +10.6% |
| 7D | -10.6% | +5.2% | -15.8% | -12.0% |
| 30D | -18.8% | +20.9% | -39.7% | -23.4% |
| 3M | -34.1% | +7.7% | -41.8% | -35.6% |
| 6M | -35.3% | +13.2% | -48.5% | -37.8% |
| YTD | -53.4% | +26.5% | -79.9% | -56.5% |
| 1Y | -65.6% | +27.2% | -92.8% | -68.1% |
| 3Y | -5.1% | +71.5% | -76.6% | -22.4% |
| 5Y | +18.5% | +0.4% | +18.1% | +13.6% |
| All | +358.4% | +221.5% | +136.9% | +243.9% |
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 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