+189.7%
ALLY vs EXR
+221.5%
-31.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +0.9% | +5.2% | -4.3% | -1.3% |
| 30D | +3.1% | +20.9% | -17.8% | -5.3% |
| 3M | -12.6% | +7.7% | -20.3% | -15.5% |
| 6M | -12.4% | +13.2% | -25.6% | -17.4% |
| YTD | -13.2% | +26.5% | -39.6% | -22.4% |
| 1Y | +1.8% | +27.2% | -25.4% | -9.3% |
| 3Y | +58.0% | +71.5% | -13.6% | +20.0% |
| 5Y | -8.4% | +0.4% | -8.8% | -13.4% |
| All | +189.7% | +221.5% | -31.8% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling