+53.4%
ALLE vs XPO
+306.2%
-252.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | +3.6% | +9.0% | -5.4% | +1.5% |
| 30D | +25.9% | +4.2% | +21.7% | +24.6% |
| 3M | +15.8% | -8.7% | +24.4% | +18.0% |
| 6M | +48.1% | -2.8% | +50.8% | +48.2% |
| YTD | +22.0% | +41.9% | -19.9% | +10.5% |
| 1Y | +18.0% | +42.3% | -24.3% | +6.6% |
| 3Y | +93.1% | +127.3% | -34.2% | +47.0% |
| All | +53.4% | +306.2% | -252.8% | -8.0% |
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