+250.7%
ACM vs XPO
+9,967.9%
-9,717.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.3% | -1.1% | +3.7% |
| 7D | +6.9% | -1.9% | +8.8% | +7.4% |
| 30D | +19.1% | +2.5% | +16.6% | +18.3% |
| 3M | -6.9% | -7.2% | +0.2% | -5.6% |
| 6M | -12.0% | -8.1% | -4.0% | -10.8% |
| YTD | -25.1% | +38.3% | -63.5% | -31.6% |
| 1Y | -45.4% | +33.6% | -79.0% | -49.8% |
| 3Y | -6.9% | +133.1% | -140.0% | -28.1% |
| 5Y | +3.7% | +308.9% | -305.2% | -33.3% |
| 10Y | +135.8% | +1,371.8% | -1,236.0% | +9.5% |
| All | +250.7% | +9,967.9% | -9,717.3% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling