-0.8%
AON vs DOC
+20.9%
-21.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | +4.4% | +6.5% | -2.1% | +3.6% |
| 30D | +24.1% | +9.2% | +14.9% | +22.9% |
| 3M | -7.0% | -2.5% | -4.5% | -7.1% |
| 6M | +9.1% | +7.1% | +2.1% | +9.5% |
| YTD | -4.4% | +33.0% | -37.4% | -5.0% |
| 1Y | -0.8% | +23.3% | -24.1% | +0.3% |
| All | -0.8% | +20.9% | -21.7% | +0.3% |
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