-14.8%
AA vs EXR
-0.3%
-14.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.2% |
| 7D | +0.9% | +5.2% | -4.3% | -1.8% |
| 30D | -6.7% | +20.9% | -27.6% | -15.9% |
| 3M | -16.3% | +7.7% | -24.0% | -19.9% |
| 6M | -37.1% | +13.2% | -50.3% | -41.7% |
| YTD | -25.0% | +26.5% | -51.5% | -35.9% |
| 1Y | +8.6% | +27.2% | -18.6% | -7.8% |
| 3Y | +57.2% | +71.5% | -14.3% | +5.2% |
| All | -14.8% | -0.3% | -14.5% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling