-22.5%
AA vs XPO
+10,300.9%
-10,323.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.2% |
| 7D | +0.5% | +9.0% | -8.5% | -1.3% |
| 30D | -0.6% | +4.2% | -4.8% | -1.5% |
| 3M | -19.7% | -8.7% | -11.0% | -18.3% |
| 6M | -41.6% | -2.8% | -38.8% | -41.4% |
| YTD | -24.6% | +41.9% | -66.5% | -30.7% |
| 1Y | +4.9% | +42.3% | -37.5% | -3.7% |
| 3Y | +66.8% | +127.3% | -60.4% | +36.3% |
| 5Y | -19.4% | +306.4% | -325.8% | -42.5% |
| 10Y | +43.1% | +1,290.9% | -1,247.8% | -14.9% |
| All | -22.5% | +10,300.9% | -10,323.5% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling