-68.3%
AAL vs EXR
+215.7%
-284.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | +2.9% | -1.2% | +4.1% | +3.4% |
| 30D | +6.5% | +18.3% | -11.8% | +0.3% |
| 3M | -10.9% | +9.1% | -19.9% | -13.6% |
| 6M | +4.9% | +11.7% | -6.9% | +0.7% |
| YTD | -13.2% | +25.7% | -38.9% | -20.0% |
| 1Y | -1.1% | +24.9% | -26.0% | -8.8% |
| 3Y | +12.8% | +51.4% | -38.7% | -4.0% |
| 5Y | -34.4% | -1.9% | -32.5% | -37.0% |
| All | -68.3% | +215.7% | -284.0% | -76.8% |
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 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