+75.2%
AJG vs EXR
-10.8%
+86.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -8.3% | -1.2% | -7.1% | -8.0% |
| 30D | -5.7% | -6.2% | +0.5% | -4.0% |
| 3M | +9.1% | -7.4% | +16.5% | +11.4% |
| 6M | +15.2% | -0.5% | +15.8% | +15.3% |
| YTD | -6.3% | +8.1% | -14.4% | -8.4% |
| 1Y | -19.1% | -2.9% | -16.2% | -18.8% |
| 3Y | +8.2% | +22.9% | -14.7% | -0.8% |
| All | +75.2% | -10.8% | +86.1% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling