+13.4%
AUR vs XPO
+53.4%
-40.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.2% |
| 7D | +8.7% | +2.4% | +6.3% | +7.8% |
| 30D | -5.2% | -3.5% | -1.7% | -3.8% |
| 3M | -7.3% | -11.9% | +4.6% | -3.6% |
| 6M | +41.2% | -10.0% | +51.2% | +43.4% |
| YTD | +65.1% | +42.1% | +23.0% | +38.2% |
| 1Y | +13.4% | +47.6% | -34.2% | -6.7% |
| All | +13.4% | +53.4% | -40.0% | -6.7% |
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