+0.2%
AON vs DOC
+20.8%
-20.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -9.1% | -1.5% | -7.6% | -8.9% |
| 30D | -10.2% | -4.8% | -5.5% | -9.6% |
| 3M | +0.5% | +6.9% | -6.4% | -0.3% |
| 6M | -4.8% | +20.7% | -25.6% | -7.1% |
| YTD | -8.0% | +34.1% | -42.1% | -12.1% |
| 1Y | -13.1% | +22.6% | -35.7% | -15.5% |
| All | +0.2% | +20.8% | -20.6% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling