+210.5%
ALLE vs XPO
+1,289.5%
-1,078.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +27.4% | +4.7% | +22.7% | +25.8% |
| 3M | +13.8% | -7.1% | +20.9% | +15.7% |
| 6M | +45.5% | -6.3% | +51.7% | +46.9% |
| YTD | +21.4% | +39.1% | -17.7% | +9.9% |
| 1Y | +15.4% | +36.7% | -21.3% | +4.7% |
| 3Y | +91.7% | +127.4% | -35.7% | +45.2% |
| 5Y | +54.5% | +315.0% | -260.5% | -6.0% |
| 10Y | +210.5% | +1,263.5% | -1,052.9% | +44.1% |
| All | +210.5% | +1,289.5% | -1,078.9% | +44.1% |
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