+345.1%
AVAV vs EXR
+217.4%
+127.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +9.9% | -1.1% | +11.0% | +10.3% |
| 30D | -5.4% | +18.8% | -24.2% | -10.2% |
| 3M | -36.5% | +9.9% | -46.5% | -38.4% |
| 6M | -25.3% | +12.6% | -37.9% | -28.0% |
| YTD | -48.6% | +26.5% | -75.1% | -52.0% |
| 1Y | -62.1% | +24.5% | -86.6% | -64.5% |
| 3Y | +2.3% | +52.4% | -50.1% | -12.9% |
| 5Y | +35.4% | -1.5% | +36.9% | +30.5% |
| 10Y | +345.1% | +216.0% | +129.1% | +227.7% |
| All | +345.1% | +217.4% | +127.7% | +227.7% |
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