+41.8%
ALM vs EXR
+28.1%
+13.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | -0.1% |
| 7D | -6.4% | +11.3% | -17.6% | -10.5% |
| 30D | -35.0% | +21.2% | -56.1% | -40.3% |
| 3M | -33.8% | +8.7% | -42.5% | -36.4% |
| 6M | -55.0% | +18.2% | -73.2% | -59.2% |
| YTD | -0.2% | +27.9% | -28.2% | -9.7% |
| 1Y | +41.8% | +28.3% | +13.4% | +28.2% |
| All | +41.8% | +28.1% | +13.7% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling