-27.8%
AAL vs ILMN
+3,391.5%
-3,419.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.8% |
| 7D | -3.7% | +1.2% | -5.0% | -4.2% |
| 30D | -20.8% | +9.2% | -30.0% | -23.7% |
| 3M | -1.3% | +29.8% | -31.1% | -11.0% |
| 6M | +5.4% | +69.2% | -63.8% | -14.2% |
| YTD | -14.4% | +66.4% | -80.7% | -30.7% |
| 1Y | +2.1% | +123.4% | -121.3% | -27.2% |
| 3Y | -10.6% | +33.2% | -43.7% | -25.7% |
| 5Y | -32.2% | -52.0% | +19.7% | -22.8% |
| 10Y | -62.7% | +33.6% | -96.3% | -74.5% |
| All | -27.8% | +3,391.5% | -3,419.4% | -81.4% |
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 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