+98.9%
AGG vs XPO
+9,839.2%
-9,740.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | -0.2% |
| 7D | -0.2% | -0.9% | +0.8% | -0.2% |
| 30D | -0.2% | -8.1% | +7.9% | -0.2% |
| 3M | -0.7% | -19.0% | +18.3% | -0.7% |
| 6M | -1.8% | -5.2% | +3.4% | -1.8% |
| YTD | -0.6% | +35.6% | -36.1% | -0.5% |
| 1Y | +0.4% | +41.1% | -40.7% | +0.5% |
| 3Y | +13.2% | +157.9% | -144.7% | +13.5% |
| 5Y | -2.0% | +265.6% | -267.6% | -1.5% |
| 10Y | +15.1% | +1,516.8% | -1,501.7% | +17.1% |
| All | +98.9% | +9,839.2% | -9,740.3% | +106.9% |
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