+1,514.9%
ACN vs XPO
+10,095.4%
-8,580.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -4.0% | +0.5% | -4.5% | -4.1% |
| 30D | +19.0% | +4.7% | +14.3% | +18.4% |
| 3M | +42.2% | -7.1% | +49.3% | +43.0% |
| 6M | +50.1% | -6.3% | +56.4% | +50.6% |
| YTD | -2.7% | +39.1% | -41.8% | -6.6% |
| 1Y | +7.6% | +36.7% | -29.1% | +3.5% |
| 3Y | -15.9% | +127.4% | -143.3% | -24.0% |
| 5Y | -24.4% | +315.0% | -339.4% | -36.5% |
| 10Y | +151.4% | +1,263.5% | -1,112.1% | +93.6% |
| All | +1,514.9% | +10,095.4% | -8,580.5% | +1,112.6% |
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