+407.0%
AXP vs EXR
+216.3%
+190.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | +4.4% | +18.2% | -13.8% | -1.4% |
| 3M | -6.4% | +7.3% | -13.8% | -8.7% |
| 6M | +4.2% | +13.8% | -9.7% | -0.7% |
| YTD | -12.4% | +25.9% | -38.3% | -19.6% |
| 1Y | -11.1% | +25.8% | -36.9% | -18.5% |
| 3Y | +114.9% | +53.7% | +61.2% | +78.1% |
| 5Y | +87.4% | -1.8% | +89.2% | +79.9% |
| All | +407.0% | +216.3% | +190.7% | +238.4% |
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 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