+288.6%
AZO vs EXR
+151.8%
+136.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.3% |
| 30D | -5.6% | -6.2% | +0.7% | -3.9% |
| 3M | -6.6% | -7.4% | +0.8% | -4.7% |
| 6M | -22.5% | -0.5% | -22.0% | -22.4% |
| YTD | -15.2% | +8.1% | -23.3% | -17.0% |
| 1Y | -33.9% | -2.9% | -31.1% | -33.6% |
| 3Y | +11.8% | +22.9% | -11.1% | +3.1% |
| 5Y | +85.5% | -10.2% | +95.7% | +84.3% |
| All | +288.6% | +151.8% | +136.8% | +196.2% |
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