-36.7%
AUR vs XPO
+257.2%
-293.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | -8.9% | -10.4% | +1.4% | -3.5% |
| 3M | +4.6% | -15.7% | +20.3% | +13.8% |
| 6M | +44.9% | -6.3% | +51.2% | +46.9% |
| YTD | +64.8% | +34.2% | +30.7% | +34.7% |
| 1Y | +16.4% | +39.9% | -23.6% | -8.2% |
| 3Y | +85.1% | +155.2% | -70.1% | +0.3% |
| 5Y | -36.1% | +264.7% | -300.8% | -76.8% |
| All | -36.7% | +257.2% | -293.9% | -77.0% |
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