+65.7%
AG vs EXR
+216.3%
-150.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -10.0% | -0.4% | -9.5% | -9.8% |
| 30D | -10.5% | +18.2% | -28.7% | -15.4% |
| 3M | -27.3% | +7.3% | -34.6% | -29.0% |
| 6M | -43.0% | +13.8% | -56.8% | -45.6% |
| YTD | -17.9% | +25.9% | -43.8% | -23.9% |
| 1Y | +11.9% | +25.8% | -13.9% | +3.8% |
| 3Y | +201.8% | +53.7% | +148.1% | +161.5% |
| 5Y | -0.1% | -1.8% | +1.7% | -3.7% |
| All | +65.7% | +216.3% | -150.6% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling