+32.1%
AEM vs ILMN
+113.9%
-81.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.8% |
| 7D | +4.3% | +1.9% | +2.4% | +4.0% |
| 30D | +13.1% | +12.3% | +0.8% | +11.3% |
| 3M | +24.8% | +33.5% | -8.8% | +19.5% |
| 6M | -8.2% | +69.4% | -77.6% | -15.3% |
| YTD | +19.8% | +60.9% | -41.1% | +11.4% |
| 1Y | +32.1% | +115.0% | -82.9% | +18.4% |
| All | +32.1% | +113.9% | -81.8% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling