+72.8%
AG vs EXR
-13.9%
+86.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.2% |
| 7D | -0.1% | -3.1% | +3.0% | +1.3% |
| 30D | +12.5% | -7.5% | +20.0% | +16.5% |
| 3M | +28.2% | -7.5% | +35.7% | +32.1% |
| 6M | -18.8% | -5.2% | -13.6% | -17.3% |
| YTD | +27.4% | +6.5% | +20.9% | +23.7% |
| 1Y | +132.2% | -2.0% | +134.2% | +133.3% |
| 3Y | +286.9% | +21.5% | +265.3% | +243.4% |
| 5Y | +72.8% | -11.5% | +84.3% | +70.7% |
| All | +72.8% | -13.9% | +86.6% | +70.7% |
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