+5.1%
AON vs EXPD
+68.8%
-63.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.5% |
| 7D | +4.4% | -7.2% | +11.5% | +5.2% |
| 30D | +24.1% | -3.3% | +27.4% | +24.4% |
| 3M | -7.0% | +3.4% | -10.3% | -7.5% |
| 6M | +9.1% | +22.7% | -13.6% | +6.2% |
| YTD | -4.4% | +24.5% | -28.9% | -7.6% |
| 1Y | -0.8% | +38.6% | -39.4% | -5.6% |
| 3Y | +5.1% | +71.5% | -66.4% | -4.3% |
| All | +5.1% | +68.8% | -63.7% | -4.3% |
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 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