+726.6%
EXPE vs AON
+1,594.5%
-867.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.3% |
| 3M | -21.3% | -5.0% | -16.3% | -19.0% |
| 6M | +19.0% | +9.3% | +9.7% | +12.8% |
| 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% | +108.5% |
| 5Y | +46.2% | +16.9% | +29.3% | +28.2% |
| 10Y | +123.8% | +234.4% | -110.6% | +3.1% |
| All | +726.6% | +1,594.5% | -867.9% | +107.7% |
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