+356.8%
ACWI vs XPO
+12,037.6%
-11,680.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.8% |
| 7D | +0.5% | +2.4% | -1.9% | +0.1% |
| 30D | +0.9% | -3.5% | +4.4% | +1.4% |
| 3M | +2.4% | -11.9% | +14.3% | +4.2% |
| 6M | +12.4% | -10.0% | +22.3% | +13.7% |
| YTD | +15.2% | +42.1% | -26.9% | +7.9% |
| 1Y | +22.7% | +47.6% | -24.9% | +13.7% |
| 3Y | +75.8% | +153.6% | -77.8% | +45.3% |
| 5Y | +67.7% | +266.5% | -198.8% | +26.6% |
| 10Y | +229.0% | +1,460.4% | -1,231.5% | +96.0% |
| All | +356.8% | +12,037.6% | -11,680.8% | +106.3% |
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