+428.4%
AXP vs EXR
+205.9%
+222.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.6% | +1.7% | -2.4% | -1.2% |
| 30D | +5.0% | +18.0% | -13.1% | -0.8% |
| 3M | -4.2% | +9.7% | -13.9% | -7.3% |
| 6M | +2.9% | +13.4% | -10.5% | -1.7% |
| YTD | -11.6% | +26.3% | -37.9% | -19.0% |
| 1Y | -11.1% | +27.6% | -38.6% | -18.9% |
| 3Y | +116.7% | +52.2% | +64.6% | +80.3% |
| 5Y | +89.6% | -1.1% | +90.7% | +81.5% |
| 10Y | +428.4% | +216.8% | +211.6% | +249.0% |
| All | +428.4% | +205.9% | +222.5% | +249.0% |
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