+948.2%
ALM vs EXR
-11.8%
+960.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.6% | -2.6% | 0.0% | -2.0% |
| 30D | +32.0% | -7.2% | +39.2% | +34.1% |
| 3M | -15.0% | -3.5% | -11.5% | -14.7% |
| 6M | -10.1% | -5.3% | -4.8% | -9.4% |
| YTD | +99.4% | +9.4% | +90.1% | +95.3% |
| 1Y | +316.4% | +1.3% | +315.0% | +313.3% |
| 3Y | +2,022.0% | +22.4% | +1,999.6% | +1,904.7% |
| All | +948.2% | -11.8% | +960.0% | +828.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling