+36.3%
ALB vs XPO
+1,289.5%
-1,253.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.1% | +0.5% | +0.6% | +0.6% |
| 30D | -2.6% | +4.7% | -7.3% | -4.4% |
| 3M | -25.6% | -7.1% | -18.5% | -24.2% |
| 6M | -54.0% | -6.3% | -47.8% | -53.6% |
| YTD | -31.6% | +39.1% | -70.6% | -40.6% |
| 1Y | -6.6% | +36.7% | -43.2% | -18.7% |
| 3Y | -14.0% | +127.4% | -141.4% | -40.3% |
| 5Y | -62.5% | +315.0% | -377.5% | -80.3% |
| 10Y | +36.3% | +1,263.5% | -1,227.2% | -47.7% |
| All | +36.3% | +1,289.5% | -1,253.2% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling