+117.0%
AA vs XPO
+1,516.3%
-1,399.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.4% | -5.7% | +2.2% | -1.0% |
| 30D | -5.8% | -12.8% | +7.0% | -0.4% |
| 3M | -29.9% | -20.0% | -9.9% | -23.4% |
| 6M | -27.0% | -6.0% | -21.0% | -26.2% |
| YTD | -8.7% | +34.0% | -42.8% | -21.8% |
| 1Y | +50.6% | +35.6% | +15.1% | +26.6% |
| 3Y | +74.1% | +152.3% | -78.2% | +3.8% |
| 5Y | +2.6% | +264.4% | -261.8% | -52.0% |
| All | +117.0% | +1,516.3% | -1,399.4% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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