-27.6%
AAL vs ILMN
+3,310.1%
-3,337.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.1% |
| 7D | +4.6% | -9.7% | +14.3% | +8.0% |
| 30D | +2.6% | -20.4% | +23.0% | +9.6% |
| 3M | -17.8% | +10.0% | -27.8% | -22.9% |
| 6M | +1.9% | +49.5% | -47.6% | -15.2% |
| YTD | -14.0% | +62.5% | -76.5% | -31.5% |
| 1Y | +0.2% | +76.0% | -75.8% | -22.5% |
| 3Y | +13.0% | +94.2% | -81.1% | -20.1% |
| 5Y | -39.6% | -46.3% | +6.7% | -35.5% |
| 10Y | -65.7% | +62.7% | -128.4% | -78.4% |
| All | -27.6% | +3,310.1% | -3,337.6% | -81.6% |
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