+55.4%
ACWI vs EXR
-1.5%
+56.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -4.0% | +6.8% | -10.8% | -5.7% |
| 30D | -5.8% | +19.6% | -25.4% | -10.2% |
| 3M | -5.0% | +8.0% | -13.0% | -7.0% |
| 6M | +0.7% | +17.2% | -16.4% | -3.8% |
| YTD | +8.4% | +27.2% | -18.8% | +1.0% |
| 1Y | +10.1% | +26.1% | -16.0% | +2.7% |
| 3Y | +70.8% | +70.7% | +0.1% | +41.4% |
| 5Y | +55.4% | +1.0% | +54.4% | +46.5% |
| All | +55.4% | -1.5% | +56.9% | +46.5% |
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