-98.2%
DFNS vs AON
-15.2%
-83.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | -3.3% | -5.9% | +2.5% | -2.6% |
| 30D | -73.1% | -13.7% | -59.4% | -72.5% |
| 3M | -71.4% | -8.3% | -63.1% | -69.6% |
| 6M | -93.8% | -3.6% | -90.2% | -93.5% |
| YTD | -98.0% | -12.4% | -85.7% | -98.0% |
| 1Y | -98.2% | -14.6% | -83.5% | -98.3% |
| All | -98.2% | -15.2% | -83.0% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling