-100.0%
DFNS vs AON
+73.0%
-172.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.1% |
| 7D | -6.0% | +1.0% | -7.0% | -5.7% |
| 30D | -71.2% | +23.2% | -94.4% | -69.5% |
| 3M | -94.5% | -5.0% | -89.5% | -94.5% |
| 6M | -96.5% | +9.3% | -105.9% | -96.4% |
| YTD | -99.6% | -3.4% | -96.2% | -99.6% |
| 1Y | -99.7% | -2.9% | -96.8% | -99.7% |
| 3Y | -100.0% | +3.6% | -103.6% | -100.0% |
| 5Y | -100.0% | +16.9% | -116.8% | -100.0% |
| All | -100.0% | +73.0% | -172.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling