+3.0%
ALLY vs EXR
-11.8%
+14.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +3.7% | -2.6% | +6.2% | +4.9% |
| 30D | -2.3% | -7.2% | +4.9% | +1.1% |
| 3M | +3.8% | -3.5% | +7.3% | +5.2% |
| 6M | +9.7% | -5.3% | +15.0% | +12.0% |
| YTD | -1.4% | +9.4% | -10.8% | -6.2% |
| 1Y | +8.2% | +1.3% | +6.9% | +6.5% |
| 3Y | +66.5% | +22.4% | +44.1% | +45.2% |
| All | +3.0% | -11.8% | +14.8% | +2.0% |
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