-17.4%
AA vs XPO
+306.2%
-323.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.6% |
| 7D | +0.5% | +9.0% | -8.5% | -2.7% |
| 30D | -0.6% | +4.2% | -4.8% | -2.2% |
| 3M | -19.7% | -8.7% | -11.0% | -17.2% |
| 6M | -41.6% | -2.8% | -38.8% | -41.4% |
| YTD | -24.6% | +41.9% | -66.5% | -36.2% |
| 1Y | +4.9% | +42.3% | -37.5% | -11.5% |
| 3Y | +66.8% | +127.3% | -60.4% | +7.9% |
| All | -17.4% | +306.2% | -323.5% | -62.8% |
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 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