+248.5%
ALAB vs EXR
+28.8%
+219.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.4% |
| 7D | -7.5% | +1.7% | -9.2% | -7.2% |
| 30D | -36.8% | +18.0% | -54.9% | -35.1% |
| 3M | -31.9% | +9.7% | -41.5% | -30.5% |
| 6M | +8.2% | +13.4% | -5.2% | +10.1% |
| YTD | +29.9% | +26.3% | +3.7% | +31.6% |
| 1Y | +24.4% | +27.6% | -3.1% | +26.0% |
| All | +248.5% | +28.8% | +219.7% | +259.5% |
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