+17.1%
AON vs ES
+1.4%
+15.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.9% |
| 7D | +4.4% | +1.9% | +2.5% | +3.8% |
| 30D | +24.1% | +7.1% | +17.1% | +21.7% |
| 3M | -7.0% | -1.9% | -5.0% | -6.5% |
| 6M | +9.1% | +4.4% | +4.8% | +7.8% |
| YTD | -4.4% | +7.3% | -11.7% | -6.8% |
| 1Y | -0.8% | +2.1% | -2.9% | -2.1% |
| 3Y | +5.1% | +41.8% | -36.7% | -8.4% |
| All | +17.1% | +1.4% | +15.7% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling