+121.4%
AON vs ESTC
+31.2%
+90.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.7% |
| 7D | -9.1% | -8.1% | -1.0% | -8.3% |
| 30D | -10.2% | +31.7% | -41.9% | -13.3% |
| 3M | +0.5% | +41.1% | -40.6% | -3.8% |
| 6M | -4.8% | +77.1% | -81.9% | -11.5% |
| YTD | -8.0% | +21.7% | -29.7% | -11.2% |
| 1Y | -13.1% | +8.4% | -21.4% | -15.4% |
| 3Y | -1.3% | +23.6% | -24.9% | -9.8% |
| 5Y | +14.9% | -46.5% | +61.4% | +12.6% |
| All | +121.4% | +31.2% | +90.2% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling