+395.3%
AON vs ESI
+200.4%
+194.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -3.2% | +8.3% | -11.5% | -4.2% |
| 30D | +21.7% | -10.4% | +32.1% | +23.1% |
| 3M | -5.1% | -13.2% | +8.0% | -3.8% |
| 6M | +5.9% | -23.9% | +29.8% | +8.5% |
| YTD | -4.8% | +34.2% | -39.0% | -12.0% |
| 1Y | -4.1% | +22.2% | -26.3% | -10.1% |
| 3Y | +2.0% | +79.2% | -77.2% | -12.1% |
| 5Y | +15.2% | +38.1% | -22.9% | +2.3% |
| 10Y | +229.5% | +323.6% | -94.0% | +140.3% |
| All | +395.3% | +200.4% | +194.9% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling