+2,022.9%
ALM vs EXR
+221.5%
+1,801.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -6.7% | +5.2% | -11.9% | -7.2% |
| 30D | -32.9% | +20.9% | -53.8% | -34.4% |
| 3M | -39.5% | +7.7% | -47.2% | -40.1% |
| 6M | -62.0% | +13.2% | -75.2% | -62.6% |
| YTD | -7.8% | +26.5% | -34.3% | -10.4% |
| 1Y | +26.7% | +27.2% | -0.5% | +23.1% |
| 3Y | +825.4% | +71.5% | +753.8% | +777.0% |
| 5Y | +401.2% | +0.4% | +400.9% | +386.3% |
| All | +2,022.9% | +221.5% | +1,801.4% | +2,050.5% |
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 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