-5.9%
ALC vs XPO
+35.6%
-41.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.8% |
| 3M | -3.8% | -7.1% | +3.2% | -3.1% |
| 6M | +16.8% | -6.3% | +23.1% | +17.4% |
| YTD | -7.6% | +39.1% | -46.7% | -14.9% |
| 1Y | -5.9% | +36.7% | -42.6% | -13.3% |
| All | -5.9% | +35.6% | -41.5% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling