+2.5%
ALC vs EXR
+69.9%
-67.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +4.9% | +5.2% | -0.3% | +3.1% |
| 30D | +19.0% | +20.9% | -1.9% | +11.5% |
| 3M | +7.8% | +7.7% | +0.1% | +4.9% |
| 6M | +14.6% | +13.2% | +1.4% | +9.6% |
| YTD | -4.4% | +26.5% | -30.9% | -12.5% |
| 1Y | +1.4% | +27.2% | -25.8% | -7.4% |
| 3Y | +2.5% | +71.5% | -69.0% | -11.8% |
| All | +2.5% | +69.9% | -67.4% | -11.8% |
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