-80.3%
ABCL vs EXR
+81.8%
-162.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.5% |
| 7D | +4.4% | -1.2% | +5.6% | +4.9% |
| 30D | -7.9% | +18.3% | -26.1% | -14.7% |
| 3M | +12.2% | +9.1% | +3.2% | +7.7% |
| 6M | +134.7% | +11.7% | +123.0% | +121.2% |
| YTD | +239.8% | +25.7% | +214.1% | +203.3% |
| 1Y | +192.7% | +24.9% | +167.8% | +161.9% |
| 3Y | +187.6% | +51.4% | +136.2% | +129.9% |
| 5Y | -22.6% | -1.9% | -20.7% | -26.0% |
| All | -80.3% | +81.8% | -162.0% | -79.5% |
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