+301.0%
AEM vs XPO
+262.4%
+38.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.6% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | +12.5% | -8.1% | +20.6% | +13.1% |
| 3M | +26.9% | -19.0% | +46.0% | +28.7% |
| 6M | -9.4% | -5.2% | -4.3% | -9.3% |
| YTD | +20.3% | +35.6% | -15.3% | +18.3% |
| 1Y | +33.8% | +41.1% | -7.3% | +31.2% |
| 3Y | +349.8% | +157.9% | +191.9% | +312.1% |
| 5Y | +301.0% | +265.6% | +35.4% | +212.3% |
| All | +301.0% | +262.4% | +38.6% | +212.3% |
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 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