-18.3%
AON vs ELF
-28.2%
+9.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | -6.3% | -11.6% | +5.3% | -6.1% |
| 30D | -14.1% | +4.6% | -18.7% | -14.3% |
| 3M | -9.5% | +59.7% | -69.2% | -10.7% |
| 6M | -4.0% | +21.2% | -25.2% | -4.7% |
| YTD | -13.8% | +27.4% | -41.2% | -14.2% |
| 1Y | -18.3% | -29.8% | +11.5% | -19.6% |
| All | -18.3% | -28.2% | +9.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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