+2,031.1%
ALM vs EXR
+215.3%
+1,815.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +8.0% |
| 7D | +0.7% | +2.7% | -1.9% | +0.4% |
| 30D | -26.1% | +18.9% | -45.0% | -27.6% |
| 3M | -38.1% | +8.4% | -46.5% | -38.8% |
| 6M | -55.4% | +14.3% | -69.7% | -56.2% |
| YTD | -0.4% | +27.2% | -27.6% | -3.2% |
| 1Y | +25.4% | +25.9% | -0.6% | +21.9% |
| 3Y | +907.8% | +54.6% | +853.1% | +862.3% |
| 5Y | +440.2% | -0.6% | +440.8% | +423.7% |
| 10Y | +2,031.1% | +208.5% | +1,822.6% | +2,102.1% |
| All | +2,031.1% | +215.3% | +1,815.9% | +2,102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling