+101.0%
AR vs EXR
-2.2%
+103.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +6.4% | -1.2% | +7.6% | +6.8% |
| 30D | +3.1% | +18.3% | -15.2% | -2.2% |
| 3M | +3.3% | +9.1% | -5.8% | +0.3% |
| 6M | +6.6% | +11.7% | -5.2% | +2.4% |
| YTD | +12.3% | +25.7% | -13.4% | +2.7% |
| 1Y | +12.3% | +24.9% | -12.6% | +2.8% |
| 3Y | +50.4% | +51.4% | -1.0% | +20.2% |
| 5Y | +101.0% | -1.9% | +102.9% | +92.3% |
| All | +101.0% | -2.2% | +103.1% | +92.3% |
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