+59.1%
ACWI vs XPO
+306.2%
-247.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | +2.4% | +9.0% | -6.5% | +0.7% |
| 30D | -1.7% | +4.2% | -5.8% | -2.5% |
| 3M | -3.9% | -8.7% | +4.7% | -2.4% |
| 6M | +0.8% | -2.8% | +3.6% | +0.8% |
| YTD | +11.0% | +41.9% | -30.8% | +2.1% |
| 1Y | +13.1% | +42.3% | -29.2% | +3.7% |
| 3Y | +73.9% | +127.3% | -53.4% | +37.6% |
| All | +59.1% | +306.2% | -247.1% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling