+230.4%
AON vs EXPD
+336.9%
-106.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -3.2% | +3.6% | -6.8% | -4.3% |
| 30D | +21.7% | +0.3% | +21.4% | +21.4% |
| 3M | -5.1% | +6.1% | -11.2% | -7.1% |
| 6M | +5.9% | +27.4% | -21.5% | -2.4% |
| YTD | -4.8% | +32.0% | -36.8% | -14.2% |
| 1Y | -4.1% | +40.5% | -44.6% | -15.5% |
| 3Y | +2.0% | +75.7% | -73.7% | -19.1% |
| 5Y | +15.2% | +61.7% | -46.5% | -7.6% |
| All | +230.4% | +336.9% | -106.5% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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