+1,040.6%
ALM vs XPO
+271.9%
+768.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.0% |
| 7D | +8.4% | +2.7% | +5.7% | +8.0% |
| 30D | +34.8% | -6.2% | +41.0% | +36.0% |
| 3M | +16.2% | -15.4% | +31.6% | +18.9% |
| 6M | +2.1% | +0.7% | +1.4% | +2.3% |
| YTD | +117.0% | +39.8% | +77.2% | +111.9% |
| 1Y | +313.9% | +43.3% | +270.5% | +302.7% |
| 3Y | +2,327.9% | +166.0% | +2,161.9% | +2,182.4% |
| 5Y | +1,040.6% | +274.2% | +766.5% | +914.4% |
| All | +1,040.6% | +271.9% | +768.7% | +914.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling