+330.1%
ACWI vs EXR
+1,881.1%
-1,551.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -4.0% | +6.8% | -10.8% | -6.2% |
| 30D | -5.8% | +19.6% | -25.4% | -11.6% |
| 3M | -5.0% | +8.0% | -13.0% | -7.7% |
| 6M | +0.7% | +17.2% | -16.4% | -5.1% |
| YTD | +8.4% | +27.2% | -18.8% | -1.0% |
| 1Y | +10.1% | +26.1% | -16.0% | +0.7% |
| 3Y | +70.8% | +70.7% | +0.1% | +36.4% |
| 5Y | +55.4% | +1.0% | +54.4% | +46.4% |
| 10Y | +223.3% | +227.1% | -3.8% | +87.9% |
| All | +330.1% | +1,881.1% | -1,551.0% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling