+221.5%
ALLE vs XPO
+1,421.2%
-1,199.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.5% | +1.2% |
| 7D | -0.6% | -1.9% | +1.3% | -0.2% |
| 30D | +26.6% | +2.5% | +24.1% | +25.7% |
| 3M | +13.2% | -7.2% | +20.4% | +15.0% |
| 6M | +42.9% | -8.1% | +50.9% | +45.0% |
| YTD | +21.0% | +38.3% | -17.3% | +9.7% |
| 1Y | +15.2% | +33.6% | -18.4% | +5.1% |
| 3Y | +95.6% | +133.1% | -37.5% | +47.0% |
| 5Y | +53.4% | +308.9% | -255.5% | -6.5% |
| 10Y | +221.5% | +1,371.8% | -1,150.3% | +39.5% |
| All | +221.5% | +1,421.2% | -1,199.7% | +39.5% |
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 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