+136.1%
AWK vs EXR
+144.7%
-8.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.1% |
| 7D | +0.6% | -3.1% | +3.7% | +2.0% |
| 30D | +4.3% | -7.5% | +11.8% | +7.9% |
| 3M | +12.5% | -7.5% | +20.0% | +16.4% |
| 6M | +3.3% | -5.2% | +8.5% | +5.3% |
| YTD | +9.8% | +6.5% | +3.3% | +5.9% |
| 1Y | +2.9% | -2.0% | +4.9% | +3.0% |
| 3Y | +9.6% | +21.5% | -11.9% | -3.1% |
| 5Y | -16.7% | -11.5% | -5.1% | -16.7% |
| 10Y | +136.1% | +148.0% | -11.9% | +46.4% |
| All | +136.1% | +144.7% | -8.7% | +46.4% |
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