+2,351.8%
ACGL vs EXR
+2,662.2%
-310.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -0.7% | -2.6% | +1.8% | 0.0% |
| 30D | -1.0% | -7.2% | +6.2% | +1.2% |
| 3M | +11.0% | -3.5% | +14.5% | +12.2% |
| 6M | -0.3% | -5.3% | +5.0% | +1.1% |
| YTD | +2.3% | +9.4% | -7.1% | -0.9% |
| 1Y | +6.4% | +1.3% | +5.1% | +5.2% |
| 3Y | +34.0% | +22.4% | +11.5% | +21.7% |
| 5Y | +161.6% | -12.2% | +173.9% | +157.8% |
| 10Y | +278.6% | +148.6% | +130.0% | +165.1% |
| All | +2,351.8% | +2,662.2% | -310.5% | +679.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling