+1,079.2%
ACN vs XPO
+10,316.6%
-9,237.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.8% | -3.8% |
| 7D | -1.5% | +2.4% | -3.9% | -1.8% |
| 30D | +9.4% | -3.5% | +12.9% | +9.7% |
| 3M | +5.6% | -11.9% | +17.6% | +6.8% |
| 6M | -9.3% | -10.0% | +0.7% | -8.7% |
| YTD | -29.0% | +42.1% | -71.1% | -31.8% |
| 1Y | -24.7% | +47.6% | -72.3% | -28.1% |
| 3Y | -39.8% | +153.6% | -193.4% | -46.2% |
| 5Y | -40.9% | +266.5% | -307.4% | -49.9% |
| 10Y | +91.1% | +1,460.4% | -1,369.3% | +46.4% |
| All | +1,079.2% | +10,316.6% | -9,237.3% | +784.5% |
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