+5.5%
ACM vs EXR
-11.8%
+17.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | 0.0% |
| 7D | -3.7% | -2.6% | -1.2% | -2.9% |
| 30D | -11.1% | -7.2% | -3.9% | -8.9% |
| 3M | -8.0% | -3.5% | -4.5% | -6.9% |
| 6M | -29.7% | -5.3% | -24.4% | -28.6% |
| YTD | -29.4% | +9.4% | -38.7% | -31.7% |
| 1Y | -46.4% | +1.3% | -47.7% | -47.1% |
| 3Y | -22.3% | +22.4% | -44.8% | -30.2% |
| All | +5.5% | -11.8% | +17.3% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling