+222.2%
ACWI vs XPO
+1,421.2%
-1,199.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.6% | +1.3% |
| 7D | +0.3% | -1.9% | +2.3% | +0.7% |
| 30D | -2.8% | +2.5% | -5.3% | -3.4% |
| 3M | -3.2% | -7.2% | +4.0% | -1.9% |
| 6M | +1.3% | -8.1% | +9.3% | +2.4% |
| YTD | +11.2% | +38.3% | -27.1% | +2.3% |
| 1Y | +13.8% | +33.6% | -19.8% | +5.2% |
| 3Y | +76.2% | +133.1% | -56.9% | +38.2% |
| 5Y | +59.5% | +308.9% | -249.4% | +4.7% |
| 10Y | +222.2% | +1,371.8% | -1,149.6% | +69.6% |
| All | +222.2% | +1,421.2% | -1,199.0% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling