-44.0%
ACI vs XPO
+262.4%
-306.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.2% |
| 7D | -5.0% | -0.9% | -4.1% | -5.0% |
| 30D | -2.3% | -8.1% | +5.8% | -1.8% |
| 3M | -23.2% | -19.0% | -4.1% | -22.2% |
| 6M | -29.5% | -5.2% | -24.3% | -29.4% |
| YTD | -28.6% | +35.6% | -64.2% | -30.3% |
| 1Y | -34.0% | +41.1% | -75.1% | -35.9% |
| 3Y | -45.0% | +157.9% | -202.9% | -49.8% |
| 5Y | -44.0% | +265.6% | -309.6% | -56.5% |
| All | -44.0% | +262.4% | -306.4% | -56.5% |
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 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