+5,143.6%
AON vs EXPD
+30,859.1%
-25,715.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 6M | -4.8% | +29.2% | -34.1% | -9.8% |
| YTD | -8.0% | +27.4% | -35.3% | -12.9% |
| 1Y | -13.1% | +56.8% | -69.9% | -21.3% |
| 3Y | -1.3% | +68.0% | -69.3% | -12.7% |
| 5Y | +14.9% | +61.9% | -46.9% | +1.3% |
| 10Y | +214.9% | +316.0% | -101.1% | +130.4% |
| All | +5,143.6% | +30,859.1% | -25,715.5% | +2,337.0% |
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