-66.0%
AAL vs EXR
+147.0%
-213.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -19.0% | -6.9% | -12.1% | -16.9% |
| 3M | -5.1% | -3.0% | -2.1% | -4.2% |
| 6M | +15.5% | -2.9% | +18.4% | +16.6% |
| YTD | -15.8% | +9.3% | -25.1% | -18.4% |
| 1Y | -0.3% | -0.9% | +0.6% | -0.4% |
| 3Y | -7.7% | +24.7% | -32.4% | -15.9% |
| 5Y | -32.5% | -11.7% | -20.8% | -32.6% |
| 10Y | -66.0% | +148.4% | -214.3% | -74.3% |
| All | -66.0% | +147.0% | -213.0% | -74.3% |
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