-65.8%
ALHC vs EXR
-0.9%
-64.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -5.5% | -1.1% | -4.4% | -5.1% |
| 30D | -4.9% | +18.8% | -23.7% | -10.6% |
| 3M | -41.7% | +9.9% | -51.7% | -43.7% |
| 6M | -55.2% | +12.6% | -67.8% | -57.0% |
| YTD | -61.1% | +26.5% | -87.6% | -64.1% |
| 1Y | -53.3% | +24.5% | -77.8% | -56.8% |
| 3Y | +28.2% | +52.4% | -24.2% | +5.0% |
| 5Y | -65.8% | -1.5% | -64.3% | -66.9% |
| All | -65.8% | -0.9% | -64.9% | -66.9% |
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