+7.3%
AON vs ELV
+24.6%
-17.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.9% |
| 7D | -6.3% | +2.8% | -9.1% | -6.9% |
| 30D | -14.1% | +4.9% | -19.0% | -15.1% |
| 3M | -9.5% | +4.9% | -14.4% | -10.8% |
| 6M | -4.0% | +45.1% | -49.1% | -12.7% |
| YTD | -13.8% | +20.7% | -34.5% | -18.4% |
| 1Y | -18.3% | +35.0% | -53.3% | -25.0% |
| 3Y | -7.2% | -2.4% | -4.8% | -9.0% |
| All | +7.3% | +24.6% | -17.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 5y: compounded portfolio wealth divided by compounded ELV 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…
5y analysis · Full analysis span regression · 6 months rolling