+236.1%
ALNY vs EXR
+151.8%
+84.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -6.5% | -1.2% | -5.4% | -6.3% |
| 30D | +11.0% | -6.2% | +17.3% | +13.0% |
| 3M | -14.1% | -7.4% | -6.7% | -12.0% |
| 6M | -22.4% | -0.5% | -21.8% | -22.1% |
| YTD | -37.5% | +8.1% | -45.5% | -38.6% |
| 1Y | -46.9% | -2.9% | -44.1% | -46.5% |
| 3Y | +22.1% | +22.9% | -0.9% | +12.5% |
| 5Y | +31.2% | -10.2% | +41.4% | +31.2% |
| All | +236.1% | +151.8% | +84.3% | +144.5% |
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