+5,202.8%
AON vs ODFL
+31,973.1%
-26,770.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.3% |
| 7D | -7.9% | -3.0% | -4.9% | -7.6% |
| 30D | -14.6% | -14.3% | -0.4% | -13.4% |
| 3M | -7.9% | -26.7% | +18.8% | -5.2% |
| 6M | -8.0% | -7.5% | -0.5% | -7.6% |
| YTD | -13.2% | +16.5% | -29.8% | -14.9% |
| 1Y | -16.4% | +23.5% | -40.0% | -18.7% |
| 3Y | -6.7% | -12.1% | +5.4% | -7.1% |
| 5Y | +8.0% | +28.9% | -20.9% | +2.9% |
| 10Y | +205.6% | +746.5% | -540.9% | +148.4% |
| All | +5,202.8% | +31,973.1% | -26,770.2% | +3,324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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