+1,008.1%
AON vs ELV
+2,409.5%
-1,401.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -11.9% | +2.0% | -13.8% | -12.4% |
| 3M | -2.9% | -3.5% | +0.6% | -2.3% |
| 6M | -6.8% | +40.2% | -47.0% | -15.5% |
| YTD | -10.1% | +15.8% | -25.9% | -14.6% |
| 1Y | -14.2% | +33.2% | -47.4% | -21.8% |
| 3Y | -3.3% | -6.2% | +3.0% | -5.0% |
| 5Y | +13.6% | +16.4% | -2.8% | +3.9% |
| 10Y | +209.2% | +259.8% | -50.6% | +98.5% |
| All | +1,008.1% | +2,409.5% | -1,401.4% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling