+40.6%
ALB vs EXR
+215.7%
-175.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | -3.6% | -1.2% | -2.4% | -3.0% |
| 30D | -2.9% | +18.3% | -21.2% | -10.4% |
| 3M | -25.8% | +9.1% | -34.9% | -28.9% |
| 6M | -53.6% | +11.7% | -65.3% | -56.3% |
| YTD | -32.4% | +25.7% | -58.1% | -40.4% |
| 1Y | -13.0% | +24.9% | -37.9% | -23.2% |
| 3Y | -15.0% | +51.4% | -66.4% | -31.8% |
| 5Y | -63.5% | -1.9% | -61.6% | -65.3% |
| All | +40.6% | +215.7% | -175.1% | -6.2% |
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