+64.2%
AIG vs EXR
+151.8%
-87.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.2% | -1.2% | 0.0% | -0.8% |
| 30D | -1.1% | -6.2% | +5.2% | +0.8% |
| 3M | +0.7% | -7.4% | +8.1% | +3.0% |
| 6M | -2.2% | -0.5% | -1.6% | -2.2% |
| YTD | -10.8% | +8.1% | -18.9% | -13.4% |
| 1Y | -2.0% | -2.9% | +0.8% | -1.8% |
| 3Y | +34.8% | +22.9% | +11.9% | +22.1% |
| 5Y | +55.0% | -10.2% | +65.2% | +52.8% |
| All | +64.2% | +151.8% | -87.6% | +18.7% |
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 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