-2.9%
AON vs DOC
+21.0%
-23.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +1.0% | -1.4% | +2.4% | +1.2% |
| 30D | +23.2% | +7.2% | +16.0% | +22.3% |
| 3M | -5.0% | -2.5% | -2.5% | -5.1% |
| 6M | +9.3% | +5.3% | +4.0% | +9.9% |
| YTD | -3.4% | +31.2% | -34.6% | -3.4% |
| 1Y | -2.9% | +21.9% | -24.8% | -2.1% |
| All | -2.9% | +21.0% | -23.9% | -2.1% |
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