+3,984.7%
AME vs XPO
+10,095.4%
-6,110.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | -4.1% | +4.7% | -8.8% | -4.7% |
| 3M | -6.3% | -7.1% | +0.7% | -5.5% |
| 6M | +3.5% | -6.3% | +9.8% | +4.2% |
| YTD | +17.3% | +39.1% | -21.8% | +11.8% |
| 1Y | +22.0% | +36.7% | -14.7% | +16.5% |
| 3Y | +62.0% | +127.4% | -65.4% | +42.5% |
| 5Y | +78.5% | +315.0% | -236.5% | +42.4% |
| 10Y | +441.6% | +1,263.5% | -821.8% | +275.6% |
| All | +3,984.7% | +10,095.4% | -6,110.7% | +2,320.3% |
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