+74.0%
ALB vs XPO
+1,516.3%
-1,442.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -6.6% | -5.7% | -1.0% | -4.7% |
| 30D | -8.1% | -12.8% | +4.7% | -3.9% |
| 3M | -25.7% | -20.0% | -5.7% | -20.4% |
| 6M | -29.5% | -6.0% | -23.4% | -28.8% |
| YTD | -16.2% | +34.0% | -50.3% | -26.1% |
| 1Y | +59.2% | +35.6% | +23.7% | +38.4% |
| 3Y | -33.7% | +152.3% | -186.0% | -55.8% |
| 5Y | -48.1% | +264.4% | -312.5% | -71.5% |
| All | +74.0% | +1,516.3% | -1,442.3% | -41.9% |
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 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