+151.1%
ALLE vs XPO
+1,450.2%
-1,299.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +2.8% | +2.7% | +0.1% | +2.1% |
| 30D | -7.6% | -6.2% | -1.4% | -6.2% |
| 3M | +22.8% | -15.4% | +38.2% | +27.6% |
| 6M | +4.6% | +0.7% | +3.9% | +3.6% |
| YTD | -1.2% | +39.8% | -41.1% | -10.6% |
| 1Y | -9.1% | +43.3% | -52.4% | -18.8% |
| 3Y | +50.0% | +166.0% | -116.1% | +8.4% |
| 5Y | +15.2% | +274.2% | -258.9% | -28.2% |
| 10Y | +151.1% | +1,429.0% | -1,278.0% | +4.1% |
| All | +151.1% | +1,450.2% | -1,299.1% | +4.1% |
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