+59.5%
ACWI vs EXR
-0.5%
+59.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | -2.8% | +18.9% | -21.8% | -7.2% |
| 3M | -3.2% | +8.4% | -11.5% | -5.3% |
| 6M | +1.3% | +14.3% | -13.0% | -2.6% |
| YTD | +11.2% | +27.2% | -16.0% | +3.6% |
| 1Y | +13.8% | +25.9% | -12.2% | +6.2% |
| 3Y | +76.2% | +54.6% | +21.6% | +50.8% |
| 5Y | +59.5% | -0.6% | +60.1% | +51.2% |
| All | +59.5% | -0.5% | +59.9% | +51.2% |
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 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