+3.6%
AON vs EXPD
+75.3%
-71.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +1.0% | +5.5% | -4.5% | +0.4% |
| 30D | +23.2% | -0.8% | +24.0% | +23.2% |
| 3M | -5.0% | +4.1% | -9.2% | -5.6% |
| 6M | +9.3% | +25.7% | -16.3% | +6.2% |
| YTD | -3.4% | +31.4% | -34.8% | -7.2% |
| 1Y | -2.9% | +42.2% | -45.1% | -7.7% |
| 3Y | +3.6% | +77.2% | -73.5% | -5.5% |
| All | +3.6% | +75.3% | -71.6% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling