-15.5%
ALC vs EXR
-11.8%
-3.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -2.1% | -2.6% | +0.5% | -1.2% |
| 30D | -0.1% | -7.2% | +7.1% | +2.6% |
| 3M | +5.9% | -3.5% | +9.4% | +7.2% |
| 6M | -15.9% | -5.3% | -10.6% | -14.5% |
| YTD | -10.1% | +9.4% | -19.5% | -13.6% |
| 1Y | -10.2% | +1.3% | -11.5% | -11.3% |
| 3Y | -13.6% | +22.4% | -36.0% | -21.6% |
| All | -15.5% | -11.8% | -3.7% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling