+216.7%
ACWI vs EXR
+221.5%
-4.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -2.4% | +5.2% | -7.6% | -3.7% |
| 30D | -5.2% | +20.9% | -26.1% | -10.0% |
| 3M | -4.8% | +7.7% | -12.5% | -6.8% |
| 6M | -1.3% | +13.2% | -14.5% | -4.9% |
| YTD | +8.4% | +26.5% | -18.1% | +1.0% |
| 1Y | +11.0% | +27.2% | -16.2% | +3.2% |
| 3Y | +70.6% | +71.5% | -1.0% | +42.1% |
| 5Y | +55.3% | +0.4% | +54.9% | +49.2% |
| All | +216.7% | +221.5% | -4.8% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling