+16.3%
AON vs EXPD
+61.6%
-45.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -9.1% | -1.1% | -8.0% | -8.9% |
| 30D | -10.2% | +4.1% | -14.3% | -11.0% |
| 3M | +0.5% | +17.9% | -17.4% | -3.0% |
| 6M | -4.8% | +29.2% | -34.1% | -10.1% |
| YTD | -8.0% | +27.4% | -35.3% | -13.3% |
| 1Y | -13.1% | +56.8% | -69.9% | -22.2% |
| 3Y | -1.3% | +68.0% | -69.3% | -14.8% |
| All | +16.3% | +61.6% | -45.3% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling