+126.8%
ACM vs XPO
+1,517.7%
-1,390.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.5% |
| 7D | -5.9% | -1.3% | -4.6% | -5.5% |
| 30D | -6.2% | -10.4% | +4.1% | -3.3% |
| 3M | -7.9% | -15.7% | +7.8% | -3.7% |
| 6M | -30.6% | -6.3% | -24.3% | -30.0% |
| YTD | -33.3% | +34.2% | -67.4% | -39.9% |
| 1Y | -49.2% | +39.9% | -89.1% | -55.2% |
| 3Y | -23.5% | +155.2% | -178.7% | -47.7% |
| 5Y | +0.9% | +264.7% | -263.7% | -42.7% |
| All | +126.8% | +1,517.7% | -1,390.9% | -33.8% |
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 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