+937.6%
AXP vs EXR
+3,113.6%
-2,176.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +0.4% | +6.8% | -6.4% | -3.1% |
| 30D | +7.0% | +19.6% | -12.6% | -2.7% |
| 3M | -6.6% | +8.0% | -14.6% | -10.4% |
| 6M | +3.5% | +17.2% | -13.7% | -5.4% |
| YTD | -11.2% | +27.2% | -38.4% | -22.9% |
| 1Y | -10.2% | +26.1% | -36.2% | -21.7% |
| 3Y | +120.0% | +70.7% | +49.4% | +54.7% |
| 5Y | +95.6% | +1.0% | +94.6% | +77.2% |
| 10Y | +468.1% | +227.1% | +241.1% | +137.7% |
| All | +937.6% | +3,113.6% | -2,176.0% | -5.4% |
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 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