-41.9%
ACN vs XPO
+159.4%
-201.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.9% |
| 7D | -4.8% | +2.7% | -7.5% | -5.3% |
| 30D | +1.9% | -6.2% | +8.1% | +2.8% |
| 3M | +3.9% | -15.4% | +19.3% | +6.5% |
| 6M | -15.0% | +0.7% | -15.8% | -15.8% |
| YTD | -31.9% | +39.8% | -71.7% | -36.8% |
| 1Y | -28.5% | +43.3% | -71.8% | -34.2% |
| 3Y | -41.9% | +166.0% | -207.9% | -50.9% |
| All | -41.9% | +159.4% | -201.3% | -50.9% |
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