+27.3%
ALC vs XPO
+819.5%
-792.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -6.3% | +0.5% | -6.8% | -6.4% |
| 30D | +12.6% | +4.7% | +7.9% | +11.5% |
| 3M | -3.8% | -7.1% | +3.2% | -2.8% |
| 6M | +16.8% | -6.3% | +23.1% | +17.6% |
| YTD | -7.6% | +39.1% | -46.7% | -14.8% |
| 1Y | -5.9% | +36.7% | -42.6% | -13.0% |
| 3Y | +0.6% | +127.4% | -126.8% | -19.5% |
| 5Y | -9.5% | +315.0% | -324.4% | -39.4% |
| All | +27.3% | +819.5% | -792.3% | -27.4% |
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