-9.1%
ACM vs EXR
+54.0%
-63.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +6.6% | +1.7% | +4.9% | +6.1% |
| 30D | +19.8% | +18.0% | +1.7% | +14.1% |
| 3M | -3.1% | +9.7% | -12.8% | -5.8% |
| 6M | -11.5% | +13.4% | -25.0% | -14.8% |
| YTD | -24.7% | +26.3% | -51.0% | -29.8% |
| 1Y | -45.1% | +27.6% | -72.6% | -49.0% |
| All | -9.1% | +54.0% | -63.0% | -27.8% |
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 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