+30.3%
ACI vs EXR
+120.9%
-90.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -2.2% | +5.2% | -7.4% | -3.1% |
| 30D | +10.3% | +20.9% | -10.6% | +6.6% |
| 3M | +7.2% | +7.7% | -0.5% | +5.7% |
| 6M | -18.0% | +13.2% | -31.2% | -19.9% |
| YTD | -22.0% | +26.5% | -48.5% | -25.3% |
| 1Y | -23.4% | +27.2% | -50.6% | -26.7% |
| 3Y | -35.8% | +71.5% | -107.4% | -41.9% |
| 5Y | -43.7% | +0.4% | -44.0% | -44.3% |
| All | +30.3% | +120.9% | -90.6% | +15.5% |
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 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