+250.2%
ACM vs XPO
+9,997.9%
-9,747.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +5.1% | +6.9% | -1.8% | +3.4% |
| 30D | +18.7% | +4.1% | +14.6% | +17.4% |
| 3M | +15.5% | -9.7% | +25.2% | +18.0% |
| 6M | +1.2% | -3.8% | +5.0% | +1.4% |
| YTD | -25.2% | +38.8% | -64.0% | -31.7% |
| 1Y | -46.3% | +34.2% | -80.5% | -50.7% |
| 3Y | -9.6% | +126.9% | -136.5% | -29.7% |
| 5Y | +4.4% | +297.5% | -293.1% | -32.4% |
| 10Y | +129.3% | +1,260.5% | -1,131.2% | +8.0% |
| All | +250.2% | +9,997.9% | -9,747.8% | +10.4% |
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 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