+95.6%
AXP vs EXR
-1.5%
+97.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +0.4% | +6.8% | -6.4% | -1.7% |
| 30D | +7.0% | +19.6% | -12.6% | +1.1% |
| 3M | -6.6% | +8.0% | -14.6% | -8.9% |
| 6M | +3.5% | +17.2% | -13.7% | -2.0% |
| YTD | -11.2% | +27.2% | -38.4% | -18.4% |
| 1Y | -10.2% | +26.1% | -36.2% | -17.3% |
| 3Y | +120.0% | +70.7% | +49.4% | +74.7% |
| 5Y | +95.6% | +1.0% | +94.6% | +68.6% |
| All | +95.6% | -1.5% | +97.1% | +68.6% |
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