+110.9%
AON vs ESTC
+19.3%
+91.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.4% |
| 7D | -5.9% | -13.2% | +7.3% | -4.4% |
| 30D | -13.7% | +9.3% | -23.0% | -14.8% |
| 3M | -8.3% | +37.3% | -45.6% | -11.9% |
| 6M | -3.6% | +61.0% | -64.6% | -9.4% |
| YTD | -12.4% | +10.7% | -23.0% | -14.5% |
| 1Y | -14.6% | -7.2% | -7.5% | -15.5% |
| 3Y | -5.7% | +7.2% | -12.9% | -12.4% |
| 5Y | +9.1% | -47.7% | +56.9% | +6.9% |
| All | +110.9% | +19.3% | +91.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling