As far as helpful information, I'd lightheartedly embrace the stereotype. Elf wants to see me as a monkey? Fine. I'll use it to my advantage. He'll underestimate me, he'll contradict me, and he'll make mistakes. And then, when he needs me to bail him out, depending on my alignment, I either leave him for dead, get him into worse trouble, or simply say "Fine, but this monkey stuff needs to stop. We need each other, got it? Grow up, and learn to accept other's differences."
And if that fails, I'd arrange in private with the rest of the party to ditch him at the earliest opportunity, and sic the guards on him for stalking me if he continued to try and hang around.
He says I'm a monkey? Ook ook, you pointy-eared pansy.
You could also take it as good-natured, rather than insulting, and give as good as you get.
"Oooh, did the widdle elf call me a monkey? Whussamatter, did you stop farting gumdrops? Oh, and monkey wants a cookie, Keebler. Get to work. Chop chop."