-12.4%
ACM vs EXR
+69.9%
-82.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +5.4% | +5.2% | +0.2% | +3.9% |
| 30D | +15.1% | +20.9% | -5.8% | +9.2% |
| 3M | -10.5% | +7.7% | -18.2% | -12.4% |
| 6M | -19.7% | +13.2% | -32.9% | -22.5% |
| YTD | -28.8% | +26.5% | -55.3% | -33.4% |
| 1Y | -47.9% | +27.2% | -75.1% | -51.3% |
| 3Y | -12.4% | +71.5% | -83.9% | -27.0% |
| All | -12.4% | +69.9% | -82.3% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling