+4,087.3%
FDX vs AON
+5,128.2%
-1,040.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -2.5% | -9.1% | +6.6% | +0.5% |
| 30D | +3.8% | -10.2% | +14.0% | +7.5% |
| 3M | -1.3% | +0.5% | -1.8% | -2.2% |
| 6M | +5.0% | -4.8% | +9.9% | +5.6% |
| YTD | +39.6% | -8.0% | +47.6% | +41.6% |
| 1Y | +81.1% | -13.1% | +94.2% | +87.0% |
| 3Y | +63.0% | -1.3% | +64.3% | +59.3% |
| 5Y | +65.6% | +14.9% | +50.7% | +51.9% |
| 10Y | +183.4% | +214.9% | -31.6% | +82.2% |
| All | +4,087.3% | +5,128.2% | -1,040.9% | +1,021.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling