+5,363.3%
AON vs EXPD
+30,988.6%
-25,625.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.2% |
| 7D | +0.7% | -5.5% | +6.2% | +1.8% |
| 30D | +23.1% | -1.9% | +25.0% | +23.5% |
| 3M | -6.0% | +6.1% | -12.1% | -7.3% |
| 6M | +7.9% | +21.6% | -13.8% | +3.5% |
| YTD | -4.1% | +27.9% | -32.0% | -9.5% |
| 1Y | -2.3% | +39.4% | -41.7% | -9.4% |
| 3Y | +3.4% | +72.7% | -69.2% | -9.1% |
| 5Y | +17.1% | +60.3% | -43.2% | +3.5% |
| 10Y | +230.6% | +332.6% | -102.0% | +139.9% |
| All | +5,363.3% | +30,988.6% | -25,625.3% | +2,433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling