-35.7%
AUR vs XPO
+256.9%
-292.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -5.7% | +7.1% | +4.5% |
| 30D | -6.4% | -12.8% | +6.4% | +0.7% |
| 3M | +7.7% | -20.0% | +27.7% | +20.7% |
| 6M | +44.5% | -6.0% | +50.5% | +46.3% |
| YTD | +67.4% | +34.0% | +33.4% | +36.9% |
| 1Y | +15.4% | +35.6% | -20.1% | -7.2% |
| 3Y | +94.8% | +152.3% | -57.4% | +6.4% |
| 5Y | -35.1% | +264.4% | -299.5% | -76.4% |
| All | -35.7% | +256.9% | -292.6% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling