+5,376.0%
AON vs ES
+1,249.3%
+4,126.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +22.8% | +6.7% | +16.1% | +20.7% |
| 3M | -5.3% | +0.3% | -5.7% | -5.4% |
| 6M | +8.4% | +7.4% | +1.0% | +6.3% |
| YTD | -3.9% | +8.4% | -12.3% | -6.4% |
| 1Y | -3.1% | +0.6% | -3.7% | -4.0% |
| 3Y | +3.0% | +50.6% | -47.6% | -9.8% |
| 5Y | +16.7% | +4.8% | +11.9% | +12.3% |
| 10Y | +232.6% | +93.1% | +139.5% | +170.8% |
| All | +5,376.0% | +1,249.3% | +4,126.7% | +2,846.0% |
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