+346.7%
AEM vs XPO
+1,517.7%
-1,171.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.9% |
| 7D | -5.0% | -1.3% | -3.7% | -5.0% |
| 30D | +8.5% | -10.4% | +18.8% | +8.8% |
| 3M | +29.3% | -15.7% | +45.0% | +29.8% |
| 6M | -12.9% | -6.3% | -6.6% | -12.8% |
| YTD | +16.8% | +34.2% | -17.4% | +16.2% |
| 1Y | +29.8% | +39.9% | -10.1% | +29.0% |
| 3Y | +336.7% | +155.2% | +181.5% | +325.8% |
| 5Y | +299.9% | +264.7% | +35.3% | +279.4% |
| All | +346.7% | +1,517.7% | -1,171.0% | +388.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling