+2.7%
AA vs XPO
+257.8%
-255.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.4% |
| 7D | -5.4% | -1.3% | -4.1% | -5.0% |
| 30D | -10.7% | -10.4% | -0.3% | -7.2% |
| 3M | -26.2% | -15.7% | -10.5% | -21.5% |
| 6M | -20.9% | -6.3% | -14.6% | -20.0% |
| YTD | -8.6% | +34.2% | -42.8% | -20.7% |
| 1Y | +57.4% | +39.9% | +17.4% | +32.5% |
| 3Y | +77.8% | +155.2% | -77.4% | +9.1% |
| 5Y | +2.7% | +264.7% | -262.0% | -52.9% |
| All | +2.7% | +257.8% | -255.1% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling