+2.2%
ACM vs EXR
-1.8%
+4.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +5.6% | -0.4% | +6.1% | +5.8% |
| 30D | +20.8% | +18.2% | +2.6% | +14.3% |
| 3M | +11.4% | +7.3% | +4.1% | +8.8% |
| 6M | +0.9% | +13.8% | -12.9% | -3.4% |
| YTD | -24.8% | +25.9% | -50.7% | -30.6% |
| 1Y | -46.4% | +25.8% | -72.2% | -50.6% |
| 3Y | -9.2% | +53.7% | -62.9% | -24.7% |
| All | +2.2% | -1.8% | +4.0% | -3.1% |
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