+30.2%
ALC vs XPO
+838.1%
-807.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.8% |
| 7D | -1.1% | +9.0% | -10.1% | -2.7% |
| 30D | +16.0% | +4.2% | +11.9% | +15.0% |
| 3M | +0.8% | -8.7% | +9.5% | +2.3% |
| 6M | +16.8% | -2.8% | +19.6% | +16.8% |
| YTD | -5.5% | +41.9% | -47.4% | -13.1% |
| 1Y | -5.3% | +42.3% | -47.6% | -13.1% |
| 3Y | +4.1% | +127.3% | -123.2% | -16.6% |
| 5Y | -7.1% | +306.4% | -313.4% | -37.5% |
| All | +30.2% | +838.1% | -807.9% | -26.1% |
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