+71.9%
ELF vs AAOX
-93.0%
+164.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.6% | -6.9% | +5.8% |
| 7D | +4.0% | -52.9% | +56.9% | +3.5% |
| 30D | +10.6% | -86.9% | +97.5% | +8.8% |
| 3M | +25.8% | -89.6% | +115.5% | +23.8% |
| 6M | +89.1% | -97.3% | +186.4% | +84.7% |
| All | +71.9% | -93.0% | +164.9% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling