-67.1%
AAL vs ILMN
+60.6%
-127.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.2% |
| 7D | +4.6% | -9.7% | +14.3% | +7.5% |
| 30D | +2.6% | -20.4% | +23.0% | +8.4% |
| 3M | -17.8% | +10.0% | -27.8% | -22.3% |
| 6M | +1.9% | +49.5% | -47.6% | -13.1% |
| YTD | -14.0% | +62.5% | -76.5% | -29.4% |
| 1Y | +0.2% | +76.0% | -75.8% | -19.9% |
| 3Y | +13.0% | +94.2% | -81.1% | -16.8% |
| 5Y | -39.6% | -46.3% | +6.7% | -37.2% |
| All | -67.1% | +60.6% | -127.7% | -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