+233.3%
ACM vs EXR
+1,813.1%
-1,579.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +5.4% | +5.2% | +0.2% | +3.2% |
| 30D | +15.1% | +20.9% | -5.8% | +6.6% |
| 3M | -10.5% | +7.7% | -18.2% | -13.0% |
| 6M | -19.7% | +13.2% | -32.9% | -23.8% |
| YTD | -28.8% | +26.5% | -55.3% | -35.7% |
| 1Y | -47.9% | +27.2% | -75.1% | -53.1% |
| 3Y | -12.4% | +71.5% | -83.9% | -32.6% |
| 5Y | +0.6% | +0.4% | +0.2% | -5.4% |
| 10Y | +161.3% | +225.2% | -63.9% | +41.4% |
| All | +233.3% | +1,813.1% | -1,579.8% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling