+230.8%
ACM vs EXR
+1,554.0%
-1,323.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | -3.7% | -2.6% | -1.2% | -2.7% |
| 30D | -11.1% | -7.2% | -3.9% | -8.3% |
| 3M | -8.0% | -3.5% | -4.5% | -6.7% |
| 6M | -29.7% | -5.3% | -24.4% | -28.3% |
| YTD | -29.4% | +9.4% | -38.7% | -32.4% |
| 1Y | -46.4% | +1.3% | -47.7% | -47.3% |
| 3Y | -22.3% | +22.4% | -44.8% | -31.3% |
| 5Y | +4.5% | -12.2% | +16.7% | +3.4% |
| 10Y | +127.6% | +148.6% | -20.9% | +37.5% |
| All | +230.8% | +1,554.0% | -1,323.2% | -22.8% |
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 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