+299.1%
AU vs XPO
+9,839.2%
-9,540.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | +0.6% | -0.9% | +1.6% | +0.7% |
| 30D | +12.3% | -8.1% | +20.4% | +12.6% |
| 3M | +29.4% | -19.0% | +48.4% | +30.3% |
| 6M | +3.2% | -5.2% | +8.4% | +3.4% |
| YTD | +31.8% | +35.6% | -3.8% | +30.5% |
| 1Y | +83.4% | +41.1% | +42.3% | +81.3% |
| 3Y | +623.1% | +157.9% | +465.2% | +595.2% |
| 5Y | +700.5% | +265.6% | +434.9% | +653.4% |
| 10Y | +717.6% | +1,516.8% | -799.2% | +629.0% |
| All | +299.1% | +9,839.2% | -9,540.0% | +245.3% |
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