-14.8%
ACN vs XPO
+128.6%
-143.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -4.0% | +0.5% | -4.5% | -4.2% |
| 30D | +19.0% | +4.7% | +14.3% | +17.9% |
| 3M | +42.2% | -7.1% | +49.3% | +43.5% |
| 6M | +50.1% | -6.3% | +56.4% | +51.0% |
| YTD | -2.7% | +39.1% | -41.8% | -10.1% |
| 1Y | +7.6% | +36.7% | -29.1% | -0.4% |
| All | -14.8% | +128.6% | -143.4% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling