-24.2%
AR vs EXR
+384.7%
-409.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +2.5% | -2.6% | +5.1% | +3.1% |
| 30D | +14.8% | -7.2% | +22.0% | +16.6% |
| 3M | +6.2% | -3.5% | +9.7% | +6.9% |
| 6M | +4.3% | -5.3% | +9.6% | +4.9% |
| YTD | +14.4% | +9.4% | +5.0% | +11.2% |
| 1Y | +21.3% | +1.3% | +20.0% | +19.9% |
| 3Y | +39.8% | +22.4% | +17.4% | +29.8% |
| 5Y | +142.1% | -12.2% | +154.3% | +141.4% |
| 10Y | +52.0% | +148.6% | -96.5% | +35.4% |
| All | -24.2% | +384.7% | -409.0% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling