+93.1%
ACN vs XPO
+1,516.3%
-1,423.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | -1.5% | -5.7% | +4.1% | -0.2% |
| 30D | +2.1% | -12.8% | +14.9% | +5.1% |
| 3M | +11.1% | -20.0% | +31.1% | +16.4% |
| 6M | -6.8% | -6.0% | -0.8% | -6.5% |
| YTD | -30.0% | +34.0% | -64.1% | -35.8% |
| 1Y | -23.1% | +35.6% | -58.7% | -30.0% |
| 3Y | -40.4% | +152.3% | -192.7% | -55.3% |
| 5Y | -41.6% | +264.4% | -305.9% | -62.1% |
| All | +93.1% | +1,516.3% | -1,423.2% | -9.6% |
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 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