-5.6%
AON vs XPO
+151.2%
-156.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -5.9% | -1.3% | -4.5% | -5.8% |
| 30D | -13.7% | -10.4% | -3.3% | -13.2% |
| 3M | -8.3% | -15.7% | +7.4% | -7.4% |
| 6M | -3.6% | -6.3% | +2.7% | -3.6% |
| YTD | -12.4% | +34.2% | -46.5% | -15.0% |
| 1Y | -14.6% | +39.9% | -54.6% | -17.7% |
| All | -5.6% | +151.2% | -156.8% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling