+197.7%
AON vs DGX
+255.3%
-57.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.2% |
| 7D | -6.3% | -0.9% | -5.4% | -6.1% |
| 30D | -14.1% | -1.2% | -12.9% | -13.8% |
| 3M | -9.5% | +15.8% | -25.3% | -13.8% |
| 6M | -4.0% | +18.2% | -22.2% | -9.3% |
| YTD | -13.8% | +37.2% | -51.0% | -22.6% |
| 1Y | -18.3% | +30.4% | -48.6% | -25.5% |
| 3Y | -7.2% | +96.7% | -103.9% | -27.2% |
| 5Y | +7.3% | +67.2% | -59.8% | -12.1% |
| All | +197.7% | +255.3% | -57.7% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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