+13.7%
ALM vs XPO
+35.1%
-21.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.3% |
| 7D | -6.3% | -1.5% | -4.8% | -5.5% |
| 30D | -31.4% | +2.6% | -34.0% | -32.3% |
| 3M | -40.6% | -6.1% | -34.5% | -38.8% |
| 6M | -58.6% | -8.0% | -50.7% | -57.4% |
| YTD | -7.6% | +38.5% | -46.1% | -4.6% |
| All | +13.7% | +35.1% | -21.4% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling