+1.7%
ALC vs EXR
+54.2%
-52.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -6.3% | -1.1% | -5.1% | -5.9% |
| 30D | +12.6% | +18.8% | -6.2% | +5.8% |
| 3M | -3.8% | +9.9% | -13.8% | -7.2% |
| 6M | +16.8% | +12.6% | +4.2% | +11.7% |
| YTD | -7.6% | +26.5% | -34.1% | -15.9% |
| 1Y | -5.9% | +24.5% | -30.4% | -13.9% |
| All | +1.7% | +54.2% | -52.5% | -14.2% |
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 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