-65.4%
AAL vs EXR
+215.3%
-280.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +7.2% |
| 7D | +8.3% | +2.7% | +5.6% | +7.3% |
| 30D | +11.0% | +18.9% | -8.0% | +4.3% |
| 3M | -11.2% | +8.4% | -19.5% | -13.7% |
| 6M | +6.1% | +14.3% | -8.2% | +1.0% |
| YTD | -7.6% | +27.2% | -34.9% | -15.3% |
| 1Y | +3.7% | +25.9% | -22.2% | -4.6% |
| 3Y | +20.5% | +54.6% | -34.1% | +1.8% |
| 5Y | -36.4% | -0.6% | -35.8% | -39.2% |
| 10Y | -65.4% | +208.5% | -274.0% | -74.8% |
| All | -65.4% | +215.3% | -280.7% | -74.8% |
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