Elasticsearch indexing strategy for searching multiple entities

My application deals with multiple entities, each having different fields. New entities can be added. New fields may be added in existing entities.

I want to search over all of these entities, together, using elasticsearch.

What is the recommended indexing strategy? If I index all the entities in a single index - updating the index mapping will be hard to manage.

I tried using 1 index per entity and then run search over all the entities. However, I find that the same search query takes significantly more time running over multiple indices (as compared to running over a single index) even with similar number of documents.

Is search over multiple indices expected to be slower? What is the recommended way to index when dealing with multiple entities?