+1,049.1%
AFL vs XPO
+10,152.6%
-9,103.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.6% |
| 7D | -0.7% | +2.7% | -3.4% | -1.1% |
| 30D | -7.1% | -6.2% | -0.9% | -6.5% |
| 3M | +0.4% | -15.4% | +15.8% | +2.2% |
| 6M | +4.5% | +0.7% | +3.8% | +3.9% |
| YTD | +6.1% | +39.8% | -33.8% | +1.1% |
| 1Y | +10.6% | +43.3% | -32.8% | +4.7% |
| 3Y | +64.0% | +166.0% | -102.0% | +40.9% |
| 5Y | +133.7% | +274.2% | -140.4% | +87.9% |
| 10Y | +298.0% | +1,429.0% | -1,131.0% | +172.9% |
| All | +1,049.1% | +10,152.6% | -9,103.5% | +567.1% |
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