-90.5%
AIG vs EXR
+2,662.2%
-2,752.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -0.9% | -2.6% | +1.6% | +0.5% |
| 30D | -4.9% | -7.2% | +2.3% | -0.9% |
| 3M | +4.5% | -3.5% | +8.0% | +6.3% |
| 6M | -1.4% | -5.3% | +3.9% | +0.9% |
| YTD | -9.8% | +9.4% | -19.1% | -15.2% |
| 1Y | -4.5% | +1.3% | -5.8% | -6.8% |
| 3Y | +37.4% | +22.4% | +15.0% | +13.6% |
| 5Y | +55.0% | -12.2% | +67.2% | +47.5% |
| 10Y | +63.7% | +148.6% | -84.9% | -26.5% |
| All | -90.5% | +2,662.2% | -2,752.7% | -99.1% |
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 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