+156.4%
EXPE vs AON
+209.9%
-53.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | -8.7% | -5.9% | -2.8% | -5.5% |
| 30D | -13.6% | -13.7% | 0.0% | -6.4% |
| 3M | +26.6% | -8.3% | +34.9% | +32.6% |
| 6M | +19.9% | -3.6% | +23.6% | +21.7% |
| YTD | -1.7% | -12.4% | +10.6% | +4.7% |
| 1Y | +29.4% | -14.6% | +44.1% | +39.6% |
| 3Y | +155.7% | -5.7% | +161.4% | +154.7% |
| 5Y | +93.1% | +9.1% | +83.9% | +73.9% |
| All | +156.4% | +209.9% | -53.5% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling