+23.9%
AON vs DOC
-21.9%
+45.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.6% |
| 7D | +9.4% | +8.7% | +0.7% | +7.3% |
| 30D | +27.0% | +7.6% | +19.4% | +24.7% |
| 3M | -3.1% | -5.3% | +2.2% | -2.0% |
| 6M | +10.0% | +27.6% | -17.6% | +3.5% |
| YTD | -1.6% | +32.4% | -34.0% | -8.8% |
| 1Y | +0.9% | +22.9% | -22.0% | -4.6% |
| 3Y | +9.0% | +43.1% | -34.1% | -3.6% |
| All | +23.9% | -21.9% | +45.8% | +42.3% |
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 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