+440.7%
AME vs XPO
+1,266.4%
-825.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | +5.9% | +9.0% | -3.1% | +3.6% |
| 30D | -1.9% | +4.2% | -6.1% | -3.0% |
| 3M | -5.4% | -8.7% | +3.3% | -3.4% |
| 6M | +4.9% | -2.8% | +7.7% | +5.1% |
| YTD | +18.5% | +41.9% | -23.4% | +7.3% |
| 1Y | +25.5% | +42.3% | -16.9% | +13.3% |
| 3Y | +63.0% | +127.3% | -64.2% | +25.0% |
| 5Y | +78.3% | +306.4% | -228.1% | +11.0% |
| All | +440.7% | +1,266.4% | -825.7% | +134.7% |
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