+20.2%
ALC vs XPO
+796.4%
-776.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.4% |
| 7D | -5.3% | -0.9% | -4.3% | -5.1% |
| 30D | -7.1% | -8.1% | +1.0% | -5.7% |
| 3M | +0.8% | -19.0% | +19.8% | +4.7% |
| 6M | -16.0% | -5.2% | -10.8% | -15.7% |
| YTD | -12.7% | +35.6% | -48.3% | -19.0% |
| 1Y | -12.8% | +41.1% | -53.9% | -20.1% |
| 3Y | -15.8% | +157.9% | -173.8% | -34.6% |
| 5Y | -16.7% | +265.6% | -282.3% | -42.9% |
| All | +20.2% | +796.4% | -776.2% | -31.0% |
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