+156.2%
ACM vs EXR
+221.5%
-65.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +5.4% | +5.2% | +0.2% | +3.6% |
| 30D | +15.1% | +20.9% | -5.8% | +7.9% |
| 3M | -10.5% | +7.7% | -18.2% | -12.7% |
| 6M | -19.7% | +13.2% | -32.9% | -23.1% |
| YTD | -28.8% | +26.5% | -55.3% | -34.7% |
| 1Y | -47.9% | +27.2% | -75.1% | -52.3% |
| 3Y | -12.4% | +71.5% | -83.9% | -30.1% |
| 5Y | +0.6% | +0.4% | +0.2% | -4.1% |
| All | +156.2% | +221.5% | -65.3% | +72.8% |
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