+41.2%
AEE vs XPO
+261.3%
-220.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.8% | -5.7% | +4.9% | -0.5% |
| 30D | -2.9% | -12.8% | +9.9% | -2.2% |
| 3M | -2.4% | -20.0% | +17.6% | -1.3% |
| 6M | -2.7% | -6.0% | +3.3% | -2.6% |
| YTD | +7.3% | +34.0% | -26.8% | +5.1% |
| 1Y | +7.5% | +35.6% | -28.0% | +5.2% |
| 3Y | +46.2% | +152.3% | -106.1% | +34.8% |
| All | +41.2% | +261.3% | -220.1% | +20.2% |
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