-65.5%
AAL vs ILMN
+64.4%
-129.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.4% |
| 7D | +10.1% | -9.8% | +19.8% | +13.3% |
| 30D | +10.6% | -22.7% | +33.3% | +18.1% |
| 3M | -5.9% | +12.1% | -18.0% | -11.5% |
| 6M | +5.7% | +51.5% | -45.8% | -10.2% |
| YTD | -8.0% | +63.9% | -71.8% | -24.7% |
| 1Y | +6.0% | +76.6% | -70.6% | -15.3% |
| 3Y | +19.6% | +124.6% | -105.0% | -15.8% |
| 5Y | -34.6% | -42.7% | +8.1% | -33.2% |
| 10Y | -65.5% | +59.7% | -125.1% | -72.4% |
| All | -65.5% | +64.4% | -129.9% | -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