+252.7%
ACM vs EXR
+1,810.2%
-1,557.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +6.6% | +1.7% | +4.9% | +5.9% |
| 30D | +19.8% | +18.0% | +1.7% | +12.0% |
| 3M | -3.1% | +9.7% | -12.8% | -6.6% |
| 6M | -11.5% | +13.4% | -25.0% | -16.1% |
| YTD | -24.7% | +26.3% | -51.0% | -32.0% |
| 1Y | -45.1% | +27.6% | -72.6% | -50.6% |
| 3Y | -8.9% | +52.2% | -61.0% | -26.0% |
| 5Y | +5.4% | -1.1% | +6.5% | -0.3% |
| 10Y | +131.1% | +216.8% | -85.7% | +26.6% |
| All | +252.7% | +1,810.2% | -1,557.5% | -22.4% |
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