+208.8%
ALLE vs XPO
+1,356.2%
-1,147.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | +25.9% | +2.6% | +23.3% | +25.0% |
| 3M | +14.9% | -6.1% | +21.0% | +16.4% |
| 6M | +42.1% | -8.0% | +50.1% | +44.2% |
| YTD | +20.4% | +38.5% | -18.1% | +9.1% |
| 1Y | +14.9% | +35.0% | -20.2% | +4.5% |
| 3Y | +90.1% | +126.5% | -36.4% | +44.1% |
| 5Y | +53.0% | +315.4% | -262.4% | -7.0% |
| 10Y | +208.8% | +1,272.1% | -1,063.3% | +43.7% |
| All | +208.8% | +1,356.2% | -1,147.4% | +43.7% |
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