+264.1%
AG vs XPO
+151.2%
+112.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.6% |
| 7D | -5.8% | -1.3% | -4.5% | -5.5% |
| 30D | +6.4% | -10.4% | +16.7% | +9.3% |
| 3M | +28.4% | -15.7% | +44.0% | +33.8% |
| 6M | -24.5% | -6.3% | -18.1% | -23.7% |
| YTD | +21.2% | +34.2% | -13.0% | +12.9% |
| 1Y | +114.1% | +39.9% | +74.1% | +97.4% |
| All | +264.1% | +151.2% | +112.9% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling