+64.0%
AFL vs EXR
+23.6%
+40.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | -7.1% | -6.9% | -0.2% | -6.0% |
| 3M | +0.4% | -3.0% | +3.4% | +1.0% |
| 6M | +4.5% | -2.9% | +7.5% | +4.9% |
| YTD | +6.1% | +9.3% | -3.2% | +4.5% |
| 1Y | +10.6% | -0.9% | +11.5% | +10.4% |
| 3Y | +64.0% | +24.7% | +39.3% | +67.3% |
| All | +64.0% | +23.6% | +40.4% | +67.3% |
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