+71.9%
AG vs EXR
+205.9%
-134.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | +6.0% | +1.7% | +4.2% | +5.4% |
| 30D | -13.5% | +18.0% | -31.6% | -18.2% |
| 3M | -20.7% | +9.7% | -30.3% | -23.2% |
| 6M | -31.5% | +13.4% | -45.0% | -34.6% |
| YTD | -10.1% | +26.3% | -36.4% | -16.8% |
| 1Y | +26.0% | +27.6% | -1.5% | +16.3% |
| 3Y | +228.9% | +52.2% | +176.7% | +185.6% |
| 5Y | +8.7% | -1.1% | +9.7% | +4.6% |
| 10Y | +71.9% | +216.8% | -144.9% | +38.4% |
| All | +71.9% | +205.9% | -134.0% | +38.4% |
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