+1.5%
AON vs DOC
+21.7%
-20.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +7.3% | +6.2% | +1.1% | +6.6% |
| 30D | +26.0% | +6.5% | +19.6% | +25.1% |
| 3M | -4.1% | -6.2% | +2.2% | -4.0% |
| 6M | +10.0% | +25.6% | -15.6% | +11.6% |
| YTD | -1.7% | +32.1% | -33.7% | -2.3% |
| 1Y | +1.5% | +20.3% | -18.7% | +3.2% |
| All | +1.5% | +21.7% | -20.2% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling