+3,082.3%
ALM vs XPO
+1,410.5%
+1,671.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -3.9% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +33.8% | -8.1% | +41.9% | +34.6% |
| 3M | +14.8% | -19.0% | +33.8% | +16.5% |
| 6M | -7.0% | -5.2% | -1.8% | -6.5% |
| YTD | +108.1% | +35.6% | +72.5% | +106.0% |
| 1Y | +313.8% | +41.1% | +272.7% | +308.7% |
| 3Y | +2,227.6% | +157.9% | +2,069.7% | +2,159.1% |
| 5Y | +956.6% | +265.6% | +691.0% | +909.3% |
| 10Y | +3,082.3% | +1,516.8% | +1,565.5% | +3,204.9% |
| All | +3,082.3% | +1,410.5% | +1,671.8% | +3,204.9% |
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 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