-16.2%
ALC vs XPO
+271.9%
-288.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -3.7% | +2.7% | -6.4% | -4.2% |
| 30D | -3.7% | -6.2% | +2.4% | -2.7% |
| 3M | +4.6% | -15.4% | +20.0% | +7.7% |
| 6M | -14.6% | +0.7% | -15.3% | -15.3% |
| YTD | -11.9% | +39.8% | -51.7% | -18.9% |
| 1Y | -13.1% | +43.3% | -56.5% | -20.8% |
| 3Y | -15.0% | +166.0% | -181.0% | -35.8% |
| 5Y | -16.2% | +274.2% | -290.4% | -46.5% |
| All | -16.2% | +271.9% | -288.1% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling