+58.0%
AME vs XPO
+161.8%
-103.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +2.8% | +2.7% | +0.1% | +2.1% |
| 30D | -6.3% | -6.2% | -0.1% | -4.9% |
| 3M | +5.4% | -15.4% | +20.8% | +9.2% |
| 6M | +7.4% | +0.7% | +6.7% | +6.9% |
| YTD | +16.2% | +39.8% | -23.7% | +7.4% |
| 1Y | +26.8% | +43.3% | -16.5% | +16.2% |
| All | +58.0% | +161.8% | -103.9% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling