+11.6%
AG vs EXR
-1.1%
+12.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +6.3% | +5.2% | +1.1% | +3.9% |
| 30D | -8.9% | +20.9% | -29.8% | -16.8% |
| 3M | -12.2% | +7.7% | -19.9% | -15.4% |
| 6M | -28.3% | +13.2% | -41.5% | -32.9% |
| YTD | -8.8% | +26.5% | -35.3% | -18.5% |
| 1Y | +39.4% | +27.2% | +12.2% | +24.2% |
| 3Y | +229.4% | +71.5% | +157.9% | +148.2% |
| All | +11.6% | -1.1% | +12.6% | +1.0% |
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 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