+330.6%
ACGL vs EXR
+215.3%
+115.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -1.1% | +2.7% | -3.8% | -1.9% |
| 30D | +13.1% | +18.9% | -5.8% | +6.8% |
| 3M | +9.8% | +8.4% | +1.4% | +6.8% |
| 6M | +15.3% | +14.3% | +1.0% | +10.1% |
| YTD | +12.7% | +27.2% | -14.5% | +3.5% |
| 1Y | +20.7% | +25.9% | -5.2% | +11.1% |
| 3Y | +34.3% | +54.6% | -20.3% | +10.7% |
| 5Y | +170.6% | -0.6% | +171.2% | +158.9% |
| 10Y | +330.6% | +208.5% | +122.1% | +158.8% |
| All | +330.6% | +215.3% | +115.3% | +158.8% |
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