-7.2%
AON vs ELAN
+99.1%
-106.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -1.7% |
| 7D | -6.3% | -5.4% | -0.9% | -6.2% |
| 30D | -14.1% | +4.7% | -18.8% | -14.2% |
| 3M | -9.5% | -3.7% | -5.8% | -9.4% |
| 6M | -4.0% | -1.2% | -2.8% | -4.1% |
| YTD | -13.8% | +2.4% | -16.2% | -14.0% |
| 1Y | -18.3% | +23.4% | -41.7% | -19.0% |
| 3Y | -7.2% | +96.7% | -103.9% | -12.2% |
| All | -7.2% | +99.1% | -106.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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