+202.6%
AON vs ESI
+310.7%
-108.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.8% |
| 7D | -5.9% | -2.3% | -3.6% | -5.5% |
| 30D | -13.7% | -9.0% | -4.6% | -12.4% |
| 3M | -8.3% | -13.3% | +5.0% | -7.1% |
| 6M | -3.6% | +5.3% | -8.9% | -7.1% |
| YTD | -12.4% | +37.6% | -50.0% | -20.7% |
| 1Y | -14.6% | +33.6% | -48.3% | -22.7% |
| 3Y | -5.7% | +75.8% | -81.5% | -21.9% |
| 5Y | +9.1% | +68.6% | -59.4% | -10.5% |
| All | +202.6% | +310.7% | -108.1% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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