+1,881.5%
AON vs XPO
+10,152.6%
-8,271.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -3.2% | +2.7% | -5.9% | -3.4% |
| 30D | -11.9% | -6.2% | -5.7% | -11.5% |
| 3M | -2.9% | -15.4% | +12.5% | -1.7% |
| 6M | -6.8% | +0.7% | -7.6% | -7.2% |
| YTD | -10.1% | +39.8% | -49.9% | -13.1% |
| 1Y | -14.2% | +43.3% | -57.5% | -17.5% |
| 3Y | -3.3% | +166.0% | -169.3% | -13.0% |
| 5Y | +13.6% | +274.2% | -260.6% | -2.4% |
| 10Y | +209.2% | +1,429.0% | -1,219.9% | +138.8% |
| All | +1,881.5% | +10,152.6% | -8,271.1% | +1,321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling