+16.7%
AON vs ESTC
-51.0%
+67.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.4% | -2.6% | +0.3% | -2.2% |
| 30D | +22.8% | -8.6% | +31.4% | +23.5% |
| 3M | -5.3% | +14.4% | -19.7% | -6.9% |
| 6M | +8.4% | +73.3% | -64.9% | +2.5% |
| YTD | -3.9% | +15.7% | -19.6% | -6.5% |
| 1Y | -3.1% | -7.6% | +4.5% | -4.0% |
| 3Y | +3.0% | +14.6% | -11.6% | -3.8% |
| 5Y | +16.7% | -50.0% | +66.7% | +8.4% |
| All | +16.7% | -51.0% | +67.7% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling