+1,494.7%
ACN vs XPO
+10,300.9%
-8,806.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -3.8% | +9.0% | -12.8% | -4.7% |
| 30D | +16.5% | +4.2% | +12.4% | +16.0% |
| 3M | +41.5% | -8.7% | +50.1% | +42.5% |
| 6M | +60.1% | -2.8% | +62.8% | +60.0% |
| YTD | -3.9% | +41.9% | -45.8% | -7.9% |
| 1Y | +4.1% | +42.3% | -38.2% | -0.3% |
| 3Y | -15.9% | +127.3% | -143.1% | -24.0% |
| 5Y | -26.3% | +306.4% | -332.7% | -38.1% |
| 10Y | +148.2% | +1,290.9% | -1,142.7% | +90.8% |
| All | +1,494.7% | +10,300.9% | -8,806.3% | +1,095.1% |
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