+330.0%
ACWI vs XPO
+11,022.4%
-10,692.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.4% | -6.7% | +4.3% | -1.3% |
| 30D | -5.2% | -1.9% | -3.3% | -5.0% |
| 3M | -4.8% | -9.9% | +5.1% | -3.4% |
| 6M | -1.3% | -16.4% | +15.1% | +1.1% |
| YTD | +8.4% | +30.2% | -21.8% | +2.8% |
| 1Y | +11.0% | +29.9% | -18.9% | +5.2% |
| 3Y | +70.6% | +122.6% | -52.1% | +44.2% |
| 5Y | +55.3% | +278.9% | -223.6% | +16.8% |
| 10Y | +223.2% | +1,375.3% | -1,152.1% | +94.5% |
| All | +330.0% | +11,022.4% | -10,692.5% | +96.7% |
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