+208.4%
AGI vs XPO
+151.0%
+57.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.7% | -5.7% | +2.9% | -2.3% |
| 30D | +7.2% | -12.8% | +20.1% | +8.3% |
| 3M | +4.3% | -20.0% | +24.2% | +5.8% |
| 6M | -27.1% | -6.0% | -21.0% | -26.8% |
| YTD | -6.6% | +34.0% | -40.6% | -6.7% |
| 1Y | +9.5% | +35.6% | -26.0% | +9.4% |
| 3Y | +208.4% | +152.3% | +56.2% | +198.7% |
| All | +208.4% | +151.0% | +57.5% | +198.7% |
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