-10.1%
ALLY vs EXR
-0.9%
-9.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -2.8% | -1.1% | -1.6% | -2.2% |
| 30D | +1.9% | +18.8% | -16.9% | -6.0% |
| 3M | -12.1% | +9.9% | -22.0% | -16.0% |
| 6M | -9.0% | +12.6% | -21.6% | -14.3% |
| YTD | -12.9% | +26.5% | -39.4% | -22.8% |
| 1Y | -0.1% | +24.5% | -24.6% | -10.7% |
| 3Y | +64.6% | +52.4% | +12.2% | +28.6% |
| 5Y | -10.1% | -1.5% | -8.5% | -19.0% |
| All | -10.1% | -0.9% | -9.2% | -19.0% |
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