+3,945.2%
AME vs XPO
+10,316.6%
-6,371.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +0.9% |
| 7D | +0.6% | +2.4% | -1.8% | +0.3% |
| 30D | -6.7% | -3.5% | -3.2% | -6.3% |
| 3M | +4.1% | -11.9% | +16.0% | +5.7% |
| 6M | +1.6% | -10.0% | +11.5% | +2.7% |
| YTD | +16.1% | +42.1% | -25.9% | +10.5% |
| 1Y | +27.3% | +47.6% | -20.3% | +20.3% |
| 3Y | +50.9% | +153.6% | -102.7% | +30.7% |
| 5Y | +81.4% | +266.5% | -185.1% | +46.6% |
| 10Y | +417.0% | +1,460.4% | -1,043.5% | +254.3% |
| All | +3,945.2% | +10,316.6% | -6,371.3% | +2,291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling