+225.8%
AON vs ES
+87.3%
+138.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.9% | +0.9% | +1.0% | +1.6% |
| 30D | +23.3% | +5.9% | +17.4% | +20.9% |
| 3M | -5.5% | -1.0% | -4.5% | -5.2% |
| 6M | +8.0% | +7.2% | +0.9% | +5.5% |
| YTD | -4.0% | +7.0% | -11.0% | -6.7% |
| 1Y | -1.7% | +0.5% | -2.2% | -2.8% |
| 3Y | +2.9% | +48.7% | -45.7% | -13.6% |
| 5Y | +17.2% | +1.9% | +15.3% | +13.0% |
| 10Y | +225.8% | +89.2% | +136.6% | +174.4% |
| All | +225.8% | +87.3% | +138.5% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling