+153.1%
AFL vs EXR
-1.3%
+154.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +2.1% | +1.7% | +0.4% | +1.7% |
| 30D | +10.6% | +18.0% | -7.5% | +6.8% |
| 3M | +4.4% | +9.7% | -5.3% | +2.3% |
| 6M | +13.1% | +13.4% | -0.3% | +10.1% |
| YTD | +16.6% | +26.3% | -9.7% | +10.9% |
| 1Y | +13.8% | +27.6% | -13.7% | +8.0% |
| 3Y | +65.7% | +52.2% | +13.5% | +49.1% |
| 5Y | +153.1% | -1.1% | +154.2% | +143.6% |
| All | +153.1% | -1.3% | +154.4% | +143.6% |
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