+59.1%
ACWI vs EXR
-1.8%
+60.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.4% | -0.4% | +2.9% | +2.6% |
| 30D | -1.7% | +18.2% | -19.9% | -6.0% |
| 3M | -3.9% | +7.3% | -11.3% | -5.8% |
| 6M | +0.8% | +13.8% | -13.0% | -3.0% |
| YTD | +11.0% | +25.9% | -14.9% | +3.7% |
| 1Y | +13.1% | +25.8% | -12.7% | +5.6% |
| 3Y | +73.9% | +53.7% | +20.2% | +49.0% |
| All | +59.1% | -1.8% | +60.9% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling