+101.1%
ACM vs XPO
+1,266.4%
-1,165.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | -0.1% |
| 7D | +5.6% | +9.0% | -3.3% | +3.0% |
| 30D | +20.8% | +4.2% | +16.7% | +19.2% |
| 3M | +11.4% | -8.7% | +20.1% | +14.0% |
| 6M | +0.9% | -2.8% | +3.7% | +0.8% |
| YTD | -24.8% | +41.9% | -66.7% | -33.5% |
| 1Y | -46.4% | +42.3% | -88.8% | -52.8% |
| 3Y | -9.2% | +127.3% | -136.5% | -35.0% |
| 5Y | +5.0% | +306.4% | -301.4% | -42.2% |
| All | +101.1% | +1,266.4% | -1,165.3% | -37.5% |
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