+90.5%
AGG vs EXR
+3,081.1%
-2,990.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | +0.6% | +18.2% | -17.6% | +0.6% |
| 3M | -1.6% | +7.3% | -9.0% | -1.6% |
| 6M | -1.6% | +13.8% | -15.4% | -1.6% |
| YTD | -1.5% | +25.9% | -27.4% | -1.6% |
| 1Y | -1.1% | +25.8% | -26.9% | -1.1% |
| 3Y | +13.6% | +53.7% | -40.1% | +13.7% |
| 5Y | -1.7% | -1.8% | +0.1% | -1.9% |
| 10Y | +16.1% | +214.5% | -198.4% | +18.0% |
| All | +90.5% | +3,081.1% | -2,990.6% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling