-64.8%
AAL vs ILMN
+32.2%
-97.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | -3.7% | +1.2% | -5.0% | -4.1% |
| 30D | -20.8% | +9.2% | -30.0% | -23.2% |
| 3M | -1.3% | +29.8% | -31.1% | -9.5% |
| 6M | +5.4% | +69.2% | -63.8% | -11.3% |
| YTD | -14.4% | +66.4% | -80.7% | -28.3% |
| 1Y | +2.1% | +123.4% | -121.3% | -23.2% |
| 3Y | -10.6% | +33.2% | -43.7% | -24.2% |
| 5Y | -32.2% | -52.0% | +19.7% | -26.4% |
| All | -64.8% | +32.2% | -97.0% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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