+74.6%
ELF vs AAOX
-93.2%
+167.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.1% | +15.0% | +3.9% |
| 7D | +1.6% | -3.6% | +5.2% | +1.6% |
| 30D | +9.1% | -72.9% | +82.0% | +8.2% |
| 3M | +28.2% | -90.7% | +118.9% | +26.0% |
| 6M | +119.5% | -98.2% | +217.7% | +107.7% |
| All | +74.6% | -93.2% | +167.9% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 10y: compounded portfolio wealth divided by compounded AAOX 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…
10y analysis · Full analysis span regression · 6 months rolling