+15.1%
AON vs ESI
+37.5%
-22.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -3.2% | +8.3% | -11.5% | -3.8% |
| 30D | +21.7% | -10.4% | +32.1% | +22.6% |
| 3M | -5.1% | -13.2% | +8.0% | -4.2% |
| 6M | +5.9% | -23.9% | +29.8% | +7.8% |
| YTD | -4.8% | +34.2% | -39.0% | -13.8% |
| 1Y | -4.1% | +22.2% | -26.3% | -11.6% |
| 3Y | +2.0% | +79.2% | -77.2% | -18.2% |
| All | +15.1% | +37.5% | -22.3% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling