+66.7%
AU vs XPO
+39.1%
+27.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.3% | -5.7% | +1.4% | -2.5% |
| 30D | +7.3% | -12.8% | +20.1% | +12.0% |
| 3M | +26.3% | -20.0% | +46.3% | +35.4% |
| 6M | +1.8% | -6.0% | +7.8% | +2.8% |
| YTD | +26.8% | +34.0% | -7.2% | +18.9% |
| 1Y | +66.7% | +35.6% | +31.1% | +55.2% |
| All | +66.7% | +39.1% | +27.6% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling