+186.0%
ALLY vs XPO
+1,410.5%
-1,224.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -4.5% | -8.1% | +3.6% | -1.3% |
| 3M | -2.8% | -19.0% | +16.2% | +5.3% |
| 6M | +10.3% | -5.2% | +15.5% | +11.1% |
| YTD | -5.7% | +35.6% | -41.3% | -19.3% |
| 1Y | +3.9% | +41.1% | -37.2% | -13.6% |
| 3Y | +64.7% | +157.9% | -93.2% | -2.9% |
| 5Y | -2.6% | +265.6% | -268.2% | -54.4% |
| 10Y | +186.0% | +1,516.8% | -1,330.8% | -30.5% |
| All | +186.0% | +1,410.5% | -1,224.5% | -30.5% |
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