+94.8%
AUR vs XPO
+151.0%
-56.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -5.7% | +7.1% | +4.4% |
| 30D | -6.4% | -12.8% | +6.4% | +0.4% |
| 3M | +7.7% | -20.0% | +27.7% | +20.0% |
| 6M | +44.5% | -6.0% | +50.5% | +46.0% |
| YTD | +67.4% | +34.0% | +33.4% | +36.8% |
| 1Y | +15.4% | +35.6% | -20.1% | -7.3% |
| 3Y | +94.8% | +152.3% | -57.4% | +21.8% |
| All | +94.8% | +151.0% | -56.1% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling