+132.2%
AG vs EXR
-2.8%
+135.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.5% |
| 7D | -0.1% | -3.1% | +3.0% | +1.7% |
| 30D | +12.5% | -7.5% | +20.0% | +17.6% |
| 3M | +28.2% | -7.5% | +35.7% | +32.9% |
| 6M | -18.8% | -5.2% | -13.6% | -17.4% |
| YTD | +27.4% | +6.5% | +20.9% | +22.8% |
| 1Y | +132.2% | -2.0% | +134.2% | +133.9% |
| All | +132.2% | -2.8% | +135.0% | +133.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling