+31.4%
ALB vs EXR
+221.5%
-190.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +9.1% | +5.2% | +3.9% | +6.5% |
| 30D | -3.4% | +20.9% | -24.3% | -11.8% |
| 3M | -20.6% | +7.7% | -28.3% | -23.4% |
| 6M | -48.2% | +13.2% | -61.3% | -51.5% |
| YTD | -29.2% | +26.5% | -55.7% | -37.7% |
| 1Y | +10.0% | +27.2% | -17.2% | -3.7% |
| 3Y | -12.9% | +71.5% | -84.4% | -34.0% |
| 5Y | -61.3% | +0.4% | -61.7% | -63.5% |
| All | +31.4% | +221.5% | -190.1% | -10.2% |
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