+89.6%
AXP vs EXR
-0.3%
+89.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.6% | +5.2% | -4.6% | -1.0% |
| 30D | +5.8% | +20.9% | -15.0% | -0.4% |
| 3M | -6.0% | +7.7% | -13.7% | -8.3% |
| 6M | +0.3% | +13.2% | -12.9% | -3.9% |
| YTD | -12.3% | +26.5% | -38.7% | -19.3% |
| 1Y | -11.2% | +27.2% | -38.4% | -18.5% |
| 3Y | +117.0% | +71.5% | +45.5% | +72.0% |
| All | +89.6% | -0.3% | +89.9% | +66.6% |
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