+48.1%
ELF vs AAOX
-55.7%
+103.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.2% | +2.2% | -4.1% |
| 7D | -6.8% | +8.3% | -15.1% | -6.6% |
| 30D | +5.1% | -41.8% | +46.9% | +4.6% |
| 3M | +79.8% | -73.3% | +153.0% | +75.9% |
| All | +48.1% | -55.7% | +103.9% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling