-30.6%
AR vs EXR
+460.7%
-491.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -14.3% | +5.2% | -19.5% | -15.2% |
| 30D | +1.4% | +20.9% | -19.4% | -2.6% |
| 3M | +3.4% | +7.7% | -4.3% | +1.6% |
| 6M | -2.1% | +13.2% | -15.2% | -5.0% |
| YTD | +4.7% | +26.5% | -21.8% | -1.4% |
| 1Y | +10.6% | +27.2% | -16.6% | +3.9% |
| 3Y | +24.6% | +71.5% | -47.0% | +6.9% |
| 5Y | +71.9% | +0.4% | +71.5% | +66.3% |
| 10Y | +46.4% | +225.2% | -178.8% | +27.7% |
| All | -30.6% | +460.7% | -491.3% | -44.5% |
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 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