+50.4%
ALLE vs XPO
+275.5%
-225.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.6% | -6.7% | +6.1% | +1.0% |
| 30D | +25.3% | -1.9% | +27.2% | +25.8% |
| 3M | +10.3% | -9.9% | +20.2% | +12.8% |
| 6M | +38.0% | -16.4% | +54.4% | +43.1% |
| YTD | +17.8% | +30.2% | -12.4% | +8.9% |
| 1Y | +13.6% | +29.9% | -16.3% | +4.8% |
| 3Y | +89.2% | +122.6% | -33.4% | +44.3% |
| All | +50.4% | +275.5% | -225.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling