+34.3%
AIG vs EXR
+21.4%
+12.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.9% |
| 7D | -1.4% | -3.1% | +1.6% | -0.9% |
| 30D | -3.3% | -7.5% | +4.2% | -1.9% |
| 3M | +2.2% | -7.5% | +9.7% | +3.6% |
| 6M | -2.1% | -5.2% | +3.1% | -1.3% |
| YTD | -11.2% | +6.5% | -17.7% | -12.3% |
| 1Y | -2.1% | -2.0% | -0.1% | -2.0% |
| All | +34.3% | +21.4% | +12.9% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling