+375.0%
AGI vs EXR
+216.3%
+158.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -10.1% | -0.4% | -9.7% | -10.0% |
| 30D | -6.5% | +18.2% | -24.7% | -9.7% |
| 3M | -12.8% | +7.3% | -20.2% | -14.1% |
| 6M | -34.3% | +13.8% | -48.1% | -36.1% |
| YTD | -25.6% | +25.9% | -51.5% | -29.0% |
| 1Y | -14.2% | +25.8% | -40.0% | -18.1% |
| 3Y | +127.3% | +53.7% | +73.6% | +109.1% |
| 5Y | +241.8% | -1.8% | +243.5% | +232.9% |
| All | +375.0% | +216.3% | +158.7% | +304.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling