-28.9%
AAL vs ILMN
+3,228.0%
-3,256.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.2% | +3.0% | -2.2% |
| 7D | +1.2% | -28.3% | +29.5% | +12.5% |
| 30D | -0.5% | -24.0% | +23.4% | +8.0% |
| 3M | -22.0% | +4.1% | -26.1% | -25.4% |
| 6M | +4.5% | +49.6% | -45.0% | -13.0% |
| YTD | -15.7% | +58.6% | -74.2% | -32.3% |
| 1Y | -3.7% | +69.9% | -73.5% | -24.6% |
| 3Y | +7.9% | +82.9% | -75.0% | -22.1% |
| 5Y | -40.7% | -47.6% | +6.9% | -36.1% |
| 10Y | -66.3% | +58.8% | -125.2% | -78.6% |
| All | -28.9% | +3,228.0% | -3,256.9% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling