+5,347.7%
AON vs ES
+1,235.9%
+4,111.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.0% |
| 7D | +4.4% | +1.9% | +2.5% | +3.9% |
| 30D | +24.1% | +7.1% | +17.1% | +21.9% |
| 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% | -6.6% |
| 1Y | -0.8% | +2.1% | -2.9% | -2.0% |
| 3Y | +5.1% | +41.8% | -36.7% | -6.4% |
| 5Y | +20.4% | +1.4% | +19.0% | +16.8% |
| 10Y | +239.2% | +86.8% | +152.5% | +178.5% |
| All | +5,347.7% | +1,235.9% | +4,111.8% | +2,838.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling