+70.6%
ACWI vs EXR
+70.9%
-0.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -4.0% | +6.8% | -10.8% | -5.2% |
| 30D | -5.8% | +19.6% | -25.4% | -9.1% |
| 3M | -5.0% | +8.0% | -13.0% | -6.5% |
| 6M | +0.7% | +17.2% | -16.4% | -2.8% |
| YTD | +8.4% | +27.2% | -18.8% | +2.7% |
| 1Y | +10.1% | +26.1% | -16.0% | +4.4% |
| All | +70.6% | +70.9% | -0.3% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling