+237.6%
AON vs DOC
+14.9%
+222.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +7.3% | +6.2% | +1.1% | +5.6% |
| 30D | +26.0% | +6.5% | +19.6% | +23.9% |
| 3M | -4.1% | -6.2% | +2.2% | -2.5% |
| 6M | +10.0% | +25.6% | -15.6% | +2.9% |
| YTD | -1.7% | +32.1% | -33.7% | -9.8% |
| 1Y | +1.5% | +20.3% | -18.7% | -4.3% |
| 3Y | +8.9% | +42.7% | -33.9% | -4.1% |
| 5Y | +23.8% | -22.2% | +46.0% | +29.8% |
| All | +237.6% | +14.9% | +222.7% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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