+211.4%
AON vs ELF
+357.0%
-145.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -9.1% | +5.4% | -14.4% | -9.5% |
| 30D | -10.2% | +27.0% | -37.2% | -12.2% |
| 3M | +0.5% | +113.2% | -112.7% | -6.2% |
| 6M | -4.8% | +36.6% | -41.4% | -8.0% |
| YTD | -8.0% | +44.2% | -52.2% | -11.7% |
| 1Y | -13.1% | -18.0% | +4.9% | -13.2% |
| 3Y | -1.3% | -19.9% | +18.6% | -5.6% |
| 5Y | +14.9% | +257.7% | -242.8% | -11.7% |
| All | +211.4% | +357.0% | -145.6% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling