+8.0%
AON vs ESI
+74.4%
-66.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | -7.9% | +3.9% | -11.8% | -8.3% |
| 30D | -14.6% | -3.8% | -10.9% | -14.4% |
| 3M | -7.9% | -13.1% | +5.2% | -7.3% |
| 6M | -8.0% | +11.3% | -19.3% | -11.8% |
| YTD | -13.2% | +44.1% | -57.3% | -21.3% |
| 1Y | -16.4% | +40.3% | -56.8% | -24.1% |
| 3Y | -6.7% | +84.1% | -90.7% | -23.3% |
| 5Y | +8.0% | +75.8% | -67.8% | -14.3% |
| All | +8.0% | +74.4% | -66.4% | -14.3% |
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