+5,143.6%
AON vs ES
+1,243.3%
+3,900.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -9.1% | +0.3% | -9.4% | -9.1% |
| 30D | -10.2% | -2.0% | -8.3% | -9.8% |
| 3M | +0.5% | +1.7% | -1.2% | 0.0% |
| 6M | -4.8% | -3.5% | -1.3% | -4.1% |
| YTD | -8.0% | +7.9% | -15.9% | -10.3% |
| 1Y | -13.1% | +17.2% | -30.2% | -17.4% |
| 3Y | -1.3% | +29.3% | -30.6% | -10.0% |
| 5Y | +14.9% | -5.7% | +20.7% | +13.6% |
| 10Y | +214.9% | +85.2% | +129.7% | +159.0% |
| All | +5,143.6% | +1,243.3% | +3,900.4% | +2,724.6% |
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