-67.3%
ALHC vs EXR
-1.8%
-65.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -10.6% | +18.2% | -28.8% | -15.7% |
| 3M | -45.3% | +7.3% | -52.7% | -46.7% |
| 6M | -59.7% | +13.8% | -73.5% | -61.5% |
| YTD | -62.7% | +25.9% | -88.7% | -65.6% |
| 1Y | -56.1% | +25.8% | -81.9% | -59.5% |
| 3Y | +21.3% | +53.7% | -32.5% | -1.0% |
| All | -67.3% | -1.8% | -65.5% | -67.7% |
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