+22.7%
ALM vs EXR
+27.0%
-4.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +7.8% |
| 7D | +0.7% | +2.7% | -1.9% | -0.3% |
| 30D | -26.1% | +18.9% | -45.0% | -31.7% |
| 3M | -38.1% | +8.4% | -46.5% | -40.5% |
| 6M | -55.4% | +14.3% | -69.7% | -58.9% |
| YTD | -0.4% | +27.2% | -27.6% | -10.0% |
| All | +22.7% | +27.0% | -4.3% | +11.2% |
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