+1,628.4%
AON vs DGX
+8,631.6%
-7,003.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | -5.9% | -3.5% | -2.4% | -5.1% |
| 30D | -13.7% | -2.7% | -11.0% | -13.1% |
| 3M | -8.3% | +13.9% | -22.2% | -11.1% |
| 6M | -3.6% | +16.0% | -19.7% | -7.1% |
| YTD | -12.4% | +34.9% | -47.3% | -18.7% |
| 1Y | -14.6% | +30.6% | -45.2% | -20.3% |
| 3Y | -5.7% | +93.0% | -98.7% | -20.4% |
| 5Y | +9.1% | +64.4% | -55.3% | -4.9% |
| 10Y | +208.7% | +248.1% | -39.4% | +121.6% |
| All | +1,628.4% | +8,631.6% | -7,003.2% | +589.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling