+45.2%
AMZN vs AON
+9.0%
+36.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -2.7% | -5.9% | +3.2% | -0.4% |
| 30D | -7.5% | -13.7% | +6.2% | -2.2% |
| 3M | +5.8% | -8.3% | +14.1% | +8.4% |
| 6M | +17.5% | -3.6% | +21.2% | +17.0% |
| YTD | +9.1% | -12.4% | +21.5% | +13.2% |
| 1Y | +9.4% | -14.6% | +24.0% | +14.5% |
| 3Y | +82.2% | -5.7% | +87.9% | +75.3% |
| 5Y | +45.2% | +9.1% | +36.1% | +16.6% |
| All | +45.2% | +9.0% | +36.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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