+855.0%
EXPE vs AON
+1,514.2%
-659.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | -9.5% | -9.1% | -0.4% | -4.8% |
| 30D | -6.6% | -10.2% | +3.6% | -1.0% |
| 3M | +31.4% | +0.5% | +30.9% | +30.6% |
| 6M | +35.2% | -4.8% | +40.0% | +38.1% |
| YTD | +5.8% | -8.0% | +13.8% | +9.7% |
| 1Y | +38.7% | -13.1% | +51.7% | +48.1% |
| 3Y | +175.8% | -1.3% | +177.1% | +167.2% |
| 5Y | +111.8% | +14.9% | +96.9% | +86.5% |
| 10Y | +179.7% | +214.9% | -35.2% | +33.0% |
| All | +855.0% | +1,514.2% | -659.2% | +146.3% |
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 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