+209.2%
AON vs EXPD
+308.0%
-98.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | -11.9% | +4.1% | -15.9% | -13.0% |
| 3M | -2.9% | +13.8% | -16.6% | -7.0% |
| 6M | -6.8% | +27.3% | -34.1% | -14.2% |
| YTD | -10.1% | +25.4% | -35.5% | -17.5% |
| 1Y | -14.2% | +54.4% | -68.6% | -27.1% |
| 3Y | -3.3% | +67.9% | -71.1% | -22.2% |
| 5Y | +13.6% | +59.2% | -45.6% | -9.1% |
| 10Y | +209.2% | +308.6% | -99.4% | +60.3% |
| All | +209.2% | +308.0% | -98.8% | +60.3% |
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