+131.1%
ACM vs XPO
+1,356.2%
-1,225.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +6.6% | -1.5% | +8.1% | +7.1% |
| 30D | +19.8% | +2.6% | +17.2% | +18.7% |
| 3M | -3.1% | -6.1% | +3.0% | -1.8% |
| 6M | -11.5% | -8.0% | -3.5% | -10.0% |
| YTD | -24.7% | +38.5% | -63.2% | -32.9% |
| 1Y | -45.1% | +35.0% | -80.1% | -50.9% |
| 3Y | -8.9% | +126.5% | -135.3% | -34.9% |
| 5Y | +5.4% | +315.4% | -310.0% | -42.8% |
| 10Y | +131.1% | +1,272.1% | -1,141.1% | -34.5% |
| All | +131.1% | +1,356.2% | -1,225.1% | -34.5% |
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