+33.3%
ACI vs XPO
+639.1%
-605.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | +2.3% | +9.0% | -6.7% | +1.6% |
| 30D | +1.2% | +4.2% | -2.9% | +0.9% |
| 3M | +6.8% | -8.7% | +15.4% | +7.4% |
| 6M | -18.7% | -2.8% | -16.0% | -18.7% |
| YTD | -20.2% | +41.9% | -62.1% | -22.7% |
| 1Y | -23.7% | +42.3% | -66.1% | -26.2% |
| 3Y | -31.6% | +127.3% | -158.9% | -37.6% |
| 5Y | -42.8% | +306.4% | -349.2% | -52.7% |
| All | +33.3% | +639.1% | -605.8% | +5.5% |
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