-65.4%
AAL vs ILMN
+61.7%
-127.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.8% | +6.4% |
| 7D | +8.3% | -2.6% | +10.8% | +8.9% |
| 30D | +11.0% | -20.6% | +31.6% | +17.6% |
| 3M | -11.2% | +17.5% | -28.6% | -17.6% |
| 6M | +6.1% | +55.6% | -49.5% | -10.6% |
| YTD | -7.6% | +68.3% | -76.0% | -25.0% |
| 1Y | +3.7% | +81.1% | -77.4% | -17.7% |
| 3Y | +20.5% | +112.2% | -91.6% | -13.6% |
| 5Y | -36.4% | -42.6% | +6.2% | -35.1% |
| 10Y | -65.4% | +70.5% | -135.9% | -72.4% |
| All | -65.4% | +61.7% | -127.1% | -72.4% |
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