+165.1%
ALLY vs EXR
+215.7%
-50.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -2.1% | -1.2% | -0.9% | -1.6% |
| 30D | +2.0% | +18.3% | -16.3% | -5.4% |
| 3M | -13.3% | +9.1% | -22.4% | -16.7% |
| 6M | -9.9% | +11.7% | -21.6% | -14.5% |
| YTD | -13.5% | +25.7% | -39.2% | -22.6% |
| 1Y | -2.8% | +24.9% | -27.7% | -12.7% |
| 3Y | +63.4% | +51.4% | +12.0% | +31.5% |
| 5Y | -10.9% | -1.9% | -8.9% | -14.8% |
| All | +165.1% | +215.7% | -50.6% | +80.8% |
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