-14.1%
ALB vs EXR
+53.5%
-67.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -5.8% | -0.4% | -5.3% | -5.5% |
| 30D | -4.5% | +18.2% | -22.7% | -13.0% |
| 3M | -28.1% | +7.3% | -35.4% | -30.9% |
| 6M | -53.2% | +13.8% | -67.0% | -56.9% |
| YTD | -33.3% | +25.9% | -59.2% | -43.3% |
| 1Y | -17.4% | +25.8% | -43.2% | -29.9% |
| 3Y | -14.1% | +53.7% | -67.8% | -45.5% |
| All | -14.1% | +53.5% | -67.7% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling