+33.4%
AG vs XPO
+38.8%
-5.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.6% | +10.8% | +9.8% |
| 7D | -2.6% | +3.5% | -6.1% | -4.2% |
| 30D | -12.1% | +2.8% | -15.0% | -13.3% |
| 3M | -6.6% | -7.5% | +0.9% | -3.9% |
| 6M | -20.5% | -5.9% | -14.5% | -19.5% |
| YTD | -7.4% | +38.4% | -45.8% | -22.2% |
| 1Y | +33.4% | +33.7% | -0.3% | +14.3% |
| All | +33.4% | +38.8% | -5.4% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling