+5.5%
ACM vs XPO
+271.9%
-266.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -0.3% | +2.7% | -3.0% | -0.9% |
| 30D | -12.9% | -6.2% | -6.7% | -11.8% |
| 3M | -6.4% | -15.4% | +9.0% | -3.0% |
| 6M | -29.2% | +0.7% | -30.0% | -29.9% |
| YTD | -29.9% | +39.8% | -69.8% | -35.9% |
| 1Y | -47.3% | +43.3% | -90.6% | -52.3% |
| 3Y | -19.6% | +166.0% | -185.7% | -40.3% |
| 5Y | +5.5% | +274.2% | -268.6% | -28.4% |
| All | +5.5% | +271.9% | -266.4% | -28.4% |
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