+29.4%
EXPE vs AON
-15.2%
+44.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | -8.7% | -5.9% | -2.8% | -6.0% |
| 30D | -13.6% | -13.7% | 0.0% | -7.6% |
| 3M | +26.6% | -8.3% | +34.9% | +31.8% |
| 6M | +19.9% | -3.6% | +23.6% | +22.3% |
| YTD | -1.7% | -12.4% | +10.6% | +3.4% |
| 1Y | +29.4% | -14.6% | +44.1% | +37.2% |
| All | +29.4% | -15.2% | +44.7% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling