+17.2%
AON vs DOC
-20.0%
+37.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +1.9% | +4.3% | -2.5% | +0.8% |
| 30D | +23.3% | +9.2% | +14.2% | +20.7% |
| 3M | -5.5% | -0.8% | -4.7% | -5.4% |
| 6M | +8.0% | +7.1% | +1.0% | +6.3% |
| YTD | -4.0% | +34.0% | -38.0% | -11.3% |
| 1Y | -1.7% | +23.2% | -24.9% | -7.1% |
| 3Y | +2.9% | +53.6% | -50.7% | -11.2% |
| 5Y | +17.2% | -20.4% | +37.7% | +34.0% |
| All | +17.2% | -20.0% | +37.2% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling