+528.0%
AEE vs XPO
+10,152.6%
-9,624.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.0% |
| 7D | +1.3% | +2.7% | -1.4% | +1.2% |
| 30D | -1.2% | -6.2% | +4.9% | -1.0% |
| 3M | +1.0% | -15.4% | +16.4% | +1.7% |
| 6M | -2.3% | +0.7% | -3.0% | -2.5% |
| YTD | +9.1% | +39.8% | -30.7% | +7.2% |
| 1Y | +10.6% | +43.3% | -32.8% | +8.4% |
| 3Y | +48.5% | +166.0% | -117.5% | +40.4% |
| 5Y | +39.9% | +274.2% | -234.3% | +28.8% |
| 10Y | +185.7% | +1,429.0% | -1,243.3% | +147.2% |
| All | +528.0% | +10,152.6% | -9,624.6% | +413.7% |
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