+288.6%
AZO vs XPO
+1,516.3%
-1,227.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -5.7% | +2.1% | -2.8% |
| 30D | -5.6% | -12.8% | +7.3% | -3.7% |
| 3M | -6.6% | -20.0% | +13.3% | -3.8% |
| 6M | -22.5% | -6.0% | -16.5% | -22.2% |
| YTD | -15.2% | +34.0% | -49.2% | -19.5% |
| 1Y | -33.9% | +35.6% | -69.5% | -37.7% |
| 3Y | +11.8% | +152.3% | -140.5% | -7.9% |
| 5Y | +85.5% | +264.4% | -178.8% | +37.9% |
| All | +288.6% | +1,516.3% | -1,227.8% | +128.6% |
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