-32.8%
AAL vs EXR
-11.8%
-20.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.8% |
| 7D | -3.7% | -2.6% | -1.2% | -2.7% |
| 30D | -20.8% | -7.2% | -13.6% | -18.2% |
| 3M | -1.3% | -3.5% | +2.2% | +0.1% |
| 6M | +5.4% | -5.3% | +10.7% | +7.7% |
| YTD | -14.4% | +9.4% | -23.7% | -17.8% |
| 1Y | +2.1% | +1.3% | +0.8% | +0.9% |
| 3Y | -10.6% | +22.4% | -33.0% | -20.9% |
| All | -32.8% | -11.8% | -20.9% | -31.6% |
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