-21.8%
ALHC vs EXR
+30.1%
-51.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -0.6% | -2.6% | +2.0% | +0.3% |
| 30D | -1.0% | -7.2% | +6.2% | +1.5% |
| 3M | -10.2% | -3.5% | -6.7% | -9.1% |
| 6M | -28.3% | -5.3% | -23.0% | -26.9% |
| YTD | -31.4% | +9.4% | -40.8% | -33.4% |
| 1Y | -16.9% | +1.3% | -18.3% | -17.6% |
| 3Y | +135.5% | +22.4% | +113.1% | +110.5% |
| 5Y | -33.6% | -12.2% | -21.4% | -31.0% |
| All | -21.8% | +30.1% | -51.9% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling