+167.2%
ALLY vs XPO
+1,266.4%
-1,099.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.1% |
| 7D | +0.4% | +9.0% | -8.6% | -3.2% |
| 30D | +5.2% | +4.2% | +1.1% | +3.1% |
| 3M | -13.3% | -8.7% | -4.7% | -10.6% |
| 6M | -6.7% | -2.8% | -3.9% | -6.9% |
| YTD | -12.8% | +41.9% | -54.7% | -27.2% |
| 1Y | +0.7% | +42.3% | -41.6% | -16.3% |
| 3Y | +65.2% | +127.3% | -62.1% | +3.8% |
| 5Y | -10.1% | +306.4% | -316.5% | -59.9% |
| All | +167.2% | +1,266.4% | -1,099.2% | -30.3% |
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