+108.8%
AON vs ESTC
+23.7%
+85.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.3% |
| 7D | -7.9% | -3.3% | -4.6% | -7.6% |
| 30D | -14.6% | +13.4% | -28.1% | -16.1% |
| 3M | -7.9% | +41.3% | -49.2% | -11.8% |
| 6M | -8.0% | +62.6% | -70.6% | -13.6% |
| YTD | -13.2% | +14.8% | -28.0% | -15.7% |
| 1Y | -16.4% | -5.1% | -11.4% | -17.4% |
| 3Y | -6.7% | +11.2% | -17.8% | -13.6% |
| 5Y | +8.0% | -47.0% | +55.0% | +5.7% |
| All | +108.8% | +23.7% | +85.1% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling