+62.8%
AA vs EXR
+0.3%
+62.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.7% | -0.7% | +2.3% | +1.7% |
| 30D | +3.3% | -6.9% | +10.3% | +3.6% |
| 3M | -29.4% | -3.0% | -26.4% | -29.5% |
| 6M | -12.8% | -2.9% | -9.9% | -13.2% |
| YTD | -2.1% | +9.3% | -11.4% | -9.0% |
| 1Y | +62.8% | -0.9% | +63.7% | +59.9% |
| All | +62.8% | +0.3% | +62.4% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling