+23.8%
ALC vs XPO
+839.5%
-815.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.1% |
| 7D | -2.1% | +2.4% | -4.5% | -2.6% |
| 30D | -0.1% | -3.5% | +3.4% | +0.5% |
| 3M | +5.9% | -11.9% | +17.8% | +8.2% |
| 6M | -15.9% | -10.0% | -6.0% | -14.8% |
| YTD | -10.1% | +42.1% | -52.2% | -17.3% |
| 1Y | -10.2% | +47.6% | -57.8% | -18.4% |
| 3Y | -13.6% | +153.6% | -167.1% | -32.5% |
| 5Y | -15.1% | +266.5% | -281.6% | -41.9% |
| All | +23.8% | +839.5% | -815.7% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling