+270.3%
ALLE vs XPO
+2,381.5%
-2,111.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | 0.0% |
| 7D | -0.2% | +2.4% | -2.6% | -0.8% |
| 30D | -6.8% | -3.5% | -3.3% | -6.1% |
| 3M | +21.0% | -11.9% | +33.0% | +24.2% |
| 6M | +1.1% | -10.0% | +11.1% | +2.7% |
| YTD | -0.5% | +42.1% | -42.6% | -9.4% |
| 1Y | -7.3% | +47.6% | -54.8% | -16.7% |
| 3Y | +42.3% | +153.6% | -111.3% | +8.0% |
| 5Y | +13.5% | +266.5% | -253.0% | -24.6% |
| 10Y | +144.0% | +1,460.4% | -1,316.4% | +15.4% |
| All | +270.3% | +2,381.5% | -2,111.1% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling