+986.2%
AFL vs EXR
+3,090.1%
-2,103.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +2.1% | +1.7% | +0.4% | +1.2% |
| 30D | +10.6% | +18.0% | -7.5% | +1.5% |
| 3M | +4.4% | +9.7% | -5.3% | -0.6% |
| 6M | +13.1% | +13.4% | -0.3% | +5.6% |
| YTD | +16.6% | +26.3% | -9.7% | +2.3% |
| 1Y | +13.8% | +27.6% | -13.7% | -0.8% |
| 3Y | +65.7% | +52.2% | +13.5% | +25.1% |
| 5Y | +153.1% | -1.1% | +154.2% | +128.1% |
| 10Y | +335.9% | +216.8% | +119.0% | +83.8% |
| All | +986.2% | +3,090.1% | -2,103.9% | +1.6% |
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 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