-67.5%
AAOX vs XPO
+1.0%
-68.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.2% | -1.6% |
| 7D | +8.3% | -0.9% | +9.3% | +10.0% |
| 30D | -41.8% | -8.1% | -33.7% | -30.8% |
| 3M | -73.3% | -19.0% | -54.2% | -64.6% |
| All | -67.5% | +1.0% | -68.4% | -72.3% |
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 · Available span rolling