-47.0%
ACM vs EXR
+28.1%
-75.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.1% | +1.8% |
| 7D | +9.5% | +11.3% | -1.7% | +5.4% |
| 30D | +14.7% | +21.2% | -6.4% | +7.4% |
| 3M | -9.5% | +8.7% | -18.2% | -12.8% |
| 6M | -18.0% | +18.2% | -36.3% | -22.5% |
| YTD | -27.3% | +27.9% | -55.2% | -33.5% |
| 1Y | -47.0% | +28.3% | -75.3% | -51.7% |
| All | -47.0% | +28.1% | -75.1% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling