+44.1%
AA vs XPO
+1,236.5%
-1,192.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +5.3% | +6.9% | -1.6% | +2.4% |
| 30D | -2.3% | +4.1% | -6.4% | -4.1% |
| 3M | -20.8% | -9.7% | -11.1% | -17.7% |
| 6M | -39.8% | -3.8% | -36.0% | -39.4% |
| YTD | -23.3% | +38.8% | -62.0% | -35.4% |
| 1Y | +1.8% | +34.2% | -32.4% | -13.2% |
| 3Y | +69.5% | +126.9% | -57.4% | +6.1% |
| 5Y | -18.0% | +297.5% | -315.5% | -63.1% |
| All | +44.1% | +1,236.5% | -1,192.4% | -59.4% |
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