+47.3%
EXPE vs AON
+17.1%
+30.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -2.0% |
| 7D | -0.5% | +1.0% | -1.5% | -1.1% |
| 30D | -6.1% | +23.2% | -29.3% | -16.0% |
| 3M | -21.3% | -5.0% | -16.3% | -19.2% |
| 6M | +19.0% | +9.3% | +9.7% | +13.0% |
| YTD | -8.4% | -3.4% | -5.0% | -7.5% |
| 1Y | -2.8% | -2.9% | +0.1% | -2.3% |
| 3Y | +120.8% | +3.6% | +117.1% | +110.3% |
| All | +47.3% | +17.1% | +30.2% | +27.5% |
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