+46.9%
ALLE vs XPO
+155.9%
-109.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.7% |
| 30D | -6.8% | -3.5% | -3.3% | -6.2% |
| 3M | +21.0% | -11.9% | +33.0% | +23.7% |
| 6M | +1.1% | -10.0% | +11.1% | +2.5% |
| YTD | -0.5% | +42.1% | -42.6% | -8.0% |
| 1Y | -7.3% | +47.6% | -54.8% | -15.2% |
| All | +46.9% | +155.9% | -109.0% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling