-68.6%
AAL vs ILMN
+54.3%
-122.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.7% |
| 7D | -0.1% | -2.9% | +2.8% | +0.9% |
| 30D | +11.7% | -23.8% | +35.5% | +19.8% |
| 3M | -12.5% | +7.5% | -20.0% | -16.7% |
| 6M | +3.6% | +42.8% | -39.1% | -10.3% |
| YTD | -14.1% | +57.8% | -71.9% | -28.9% |
| 1Y | +0.8% | +72.6% | -71.8% | -19.0% |
| 3Y | +11.8% | +129.3% | -117.5% | -21.7% |
| 5Y | -35.1% | -44.5% | +9.4% | -33.1% |
| All | -68.6% | +54.3% | -122.9% | -74.8% |
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