+100.2%
ALLY vs EXR
+485.9%
-385.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.1% |
| 7D | -1.1% | +6.8% | -8.0% | -3.6% |
| 30D | +4.2% | +19.6% | -15.4% | -2.9% |
| 3M | -12.4% | +8.0% | -20.4% | -15.1% |
| 6M | -8.7% | +17.2% | -25.8% | -14.4% |
| YTD | -11.6% | +27.2% | -38.9% | -20.1% |
| 1Y | +0.2% | +26.1% | -25.9% | -9.1% |
| 3Y | +57.1% | +70.7% | -13.6% | +24.8% |
| 5Y | -6.8% | +1.0% | -7.8% | -11.4% |
| 10Y | +200.4% | +227.1% | -26.7% | +117.2% |
| All | +100.2% | +485.9% | -385.6% | +32.2% |
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