+295.8%
AFL vs XPO
+1,516.3%
-1,220.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | -5.7% | +4.0% | -0.5% |
| 30D | -4.0% | -12.8% | +8.8% | -1.4% |
| 3M | -0.5% | -20.0% | +19.5% | +3.9% |
| 6M | +6.5% | -6.0% | +12.6% | +6.9% |
| YTD | +6.2% | +34.0% | -27.9% | -2.1% |
| 1Y | +8.3% | +35.6% | -27.3% | -1.1% |
| 3Y | +62.5% | +152.3% | -89.8% | +21.2% |
| 5Y | +136.2% | +264.4% | -128.2% | +51.7% |
| All | +295.8% | +1,516.3% | -1,220.5% | +68.2% |
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 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