+197.7%
AON vs XPO
+1,516.3%
-1,318.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -6.3% | -5.7% | -0.7% | -5.5% |
| 30D | -14.1% | -12.8% | -1.3% | -12.4% |
| 3M | -9.5% | -20.0% | +10.5% | -6.6% |
| 6M | -4.0% | -6.0% | +2.0% | -3.8% |
| YTD | -13.8% | +34.0% | -47.8% | -19.1% |
| 1Y | -18.3% | +35.6% | -53.8% | -23.8% |
| 3Y | -7.2% | +152.3% | -159.5% | -25.6% |
| 5Y | +7.3% | +264.4% | -257.0% | -23.3% |
| All | +197.7% | +1,516.3% | -1,318.7% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling