+123.4%
ALLY vs EXR
+403.6%
-280.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +3.7% | -2.6% | +6.2% | +4.7% |
| 30D | -2.3% | -7.2% | +4.9% | +0.6% |
| 3M | +3.8% | -3.5% | +7.3% | +5.0% |
| 6M | +9.7% | -5.3% | +15.0% | +11.7% |
| YTD | -1.4% | +9.4% | -10.8% | -5.3% |
| 1Y | +8.2% | +1.3% | +6.9% | +6.9% |
| 3Y | +66.5% | +22.4% | +44.1% | +50.3% |
| 5Y | +1.2% | -12.2% | +13.4% | +1.7% |
| 10Y | +191.4% | +148.6% | +42.9% | +125.3% |
| All | +123.4% | +403.6% | -280.1% | +56.5% |
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