+88.3%
EXPE vs AON
+9.3%
+79.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +1.1% |
| 7D | -11.5% | -7.9% | -3.6% | -7.6% |
| 30D | -13.1% | -14.6% | +1.6% | -5.7% |
| 3M | +18.1% | -7.9% | +26.1% | +23.1% |
| 6M | +13.3% | -8.0% | +21.3% | +17.8% |
| YTD | -3.2% | -13.2% | +10.0% | +3.3% |
| 1Y | +26.1% | -16.4% | +42.6% | +37.1% |
| 3Y | +151.7% | -6.7% | +158.4% | +153.9% |
| 5Y | +88.3% | +8.0% | +80.3% | +63.3% |
| All | +88.3% | +9.3% | +79.1% | +63.3% |
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