+439.9%
AG vs XPO
+11,743.5%
-11,303.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | +4.5% | +2.7% | +1.8% | +4.0% |
| 30D | +12.9% | -6.2% | +19.0% | +14.0% |
| 3M | +20.9% | -15.4% | +36.3% | +24.3% |
| 6M | -19.5% | +0.7% | -20.3% | -19.9% |
| YTD | +24.8% | +39.8% | -15.0% | +17.6% |
| 1Y | +120.2% | +43.3% | +76.9% | +106.4% |
| 3Y | +279.0% | +166.0% | +113.0% | +212.6% |
| 5Y | +67.9% | +274.2% | -206.2% | +27.0% |
| 10Y | +57.5% | +1,429.0% | -1,371.6% | -10.1% |
| All | +439.9% | +11,743.5% | -11,303.6% | +99.5% |
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