+76.3%
FDX vs AON
+17.2%
+59.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.1% | -2.4% | +0.3% | -1.3% |
| 30D | +10.4% | +22.8% | -12.4% | +3.5% |
| 3M | +0.5% | -5.3% | +5.8% | +1.9% |
| 6M | +6.5% | +8.4% | -1.9% | +2.6% |
| YTD | +40.2% | -3.9% | +44.2% | +40.5% |
| 1Y | +52.1% | -3.1% | +55.2% | +51.7% |
| 3Y | +72.8% | +3.0% | +69.8% | +66.9% |
| 5Y | +76.3% | +16.7% | +59.6% | +55.7% |
| All | +76.3% | +17.2% | +59.1% | +55.7% |
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