+134.5%
AFL vs XPO
+257.8%
-123.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -5.0% | -10.4% | +5.4% | -3.7% |
| 3M | -1.8% | -15.7% | +13.9% | +0.1% |
| 6M | +4.8% | -6.3% | +11.2% | +5.1% |
| YTD | +5.4% | +34.2% | -28.7% | +0.2% |
| 1Y | +9.0% | +39.9% | -31.0% | +2.5% |
| 3Y | +63.0% | +155.2% | -92.2% | +34.9% |
| 5Y | +134.5% | +264.7% | -130.2% | +72.0% |
| All | +134.5% | +257.8% | -123.3% | +72.0% |
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