+359.3%
AVAV vs EXR
+205.9%
+153.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.5% |
| 7D | 0.0% | +1.7% | -1.8% | -0.6% |
| 30D | -9.9% | +18.0% | -28.0% | -14.4% |
| 3M | -34.7% | +9.7% | -44.4% | -36.5% |
| 6M | -26.6% | +13.4% | -40.1% | -29.4% |
| YTD | -48.9% | +26.3% | -75.2% | -52.4% |
| 1Y | -63.0% | +27.6% | -90.6% | -65.6% |
| 3Y | +1.6% | +52.2% | -50.6% | -13.5% |
| 5Y | +34.5% | -1.1% | +35.6% | +29.5% |
| 10Y | +359.3% | +216.8% | +142.5% | +237.5% |
| All | +359.3% | +205.9% | +153.4% | +237.5% |
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