+64.4%
FDX vs AON
+13.7%
+50.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.9% |
| 7D | -3.3% | -3.2% | -0.1% | -2.4% |
| 30D | -1.4% | -11.9% | +10.5% | +2.2% |
| 3M | -4.5% | -2.9% | -1.6% | -4.4% |
| 6M | +9.4% | -6.8% | +16.2% | +10.8% |
| YTD | +36.0% | -10.1% | +46.1% | +39.1% |
| 1Y | +75.5% | -14.2% | +89.7% | +82.6% |
| 3Y | +62.8% | -3.3% | +66.1% | +60.4% |
| 5Y | +64.4% | +13.6% | +50.8% | +47.6% |
| All | +64.4% | +13.7% | +50.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 5y: compounded portfolio wealth divided by compounded AON 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…
5y analysis · Full analysis span regression · 6 months rolling