+92.7%
AGG vs EXR
+2,660.5%
-2,567.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | -0.4% | -6.9% | +6.6% | -0.4% |
| 3M | -0.3% | -3.0% | +2.7% | -0.3% |
| 6M | -1.2% | -2.9% | +1.7% | -1.2% |
| YTD | -0.4% | +9.3% | -9.6% | -0.4% |
| 1Y | +0.4% | -0.9% | +1.3% | +0.4% |
| 3Y | +13.4% | +24.7% | -11.3% | +13.5% |
| 5Y | -1.4% | -11.7% | +10.3% | -1.5% |
| 10Y | +14.8% | +148.4% | -133.6% | +16.6% |
| All | +92.7% | +2,660.5% | -2,567.7% | +106.7% |
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 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