-66.0%
AAL vs ILMN
+59.3%
-125.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +3.4% | -6.0% | +9.5% | +5.4% |
| 30D | +11.7% | -23.0% | +34.8% | +19.5% |
| 3M | -7.8% | +10.4% | -18.2% | -12.9% |
| 6M | +10.2% | +49.4% | -39.2% | -5.9% |
| YTD | -8.0% | +62.3% | -70.4% | -24.5% |
| 1Y | +8.5% | +73.7% | -65.1% | -12.9% |
| 3Y | +19.5% | +122.5% | -103.0% | -15.6% |
| 5Y | -33.9% | -43.2% | +9.3% | -32.4% |
| 10Y | -66.0% | +59.0% | -125.0% | -73.0% |
| All | -66.0% | +59.3% | -125.3% | -73.0% |
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