+324.9%
ACGL vs EXR
+216.3%
+108.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +12.3% | +18.2% | -5.9% | +6.2% |
| 3M | +11.8% | +7.3% | +4.5% | +9.2% |
| 6M | +17.5% | +13.8% | +3.6% | +12.4% |
| YTD | +14.3% | +25.9% | -11.7% | +5.2% |
| 1Y | +18.2% | +25.8% | -7.6% | +8.8% |
| 3Y | +33.2% | +53.7% | -20.6% | +9.9% |
| 5Y | +174.3% | -1.8% | +176.1% | +163.5% |
| All | +324.9% | +216.3% | +108.6% | +154.1% |
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