+48.0%
AR vs EXR
+148.5%
-100.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +2.5% | -2.6% | +5.1% | +3.2% |
| 30D | +14.8% | -7.2% | +22.0% | +17.0% |
| 3M | +6.2% | -3.5% | +9.7% | +7.0% |
| 6M | +4.3% | -5.3% | +9.6% | +5.1% |
| YTD | +14.4% | +9.4% | +5.0% | +10.4% |
| 1Y | +21.3% | +1.3% | +20.0% | +19.5% |
| 3Y | +39.8% | +22.4% | +17.4% | +26.9% |
| 5Y | +142.1% | -12.2% | +154.3% | +141.7% |
| All | +48.0% | +148.5% | -100.5% | +17.8% |
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