+4,411.7%
AEM vs ILMN
+1,401.8%
+3,010.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.6% |
| 30D | +24.0% | +9.2% | +14.8% | +23.5% |
| 3M | +16.1% | +29.8% | -13.8% | +14.5% |
| 6M | -11.6% | +69.2% | -80.8% | -14.0% |
| YTD | +21.5% | +66.4% | -44.8% | +18.3% |
| 1Y | +39.2% | +123.4% | -84.2% | +33.3% |
| 3Y | +347.4% | +33.2% | +314.3% | +335.8% |
| 5Y | +290.1% | -52.0% | +342.1% | +293.2% |
| 10Y | +357.8% | +33.6% | +324.2% | +339.4% |
| All | +4,411.7% | +1,401.8% | +3,010.0% | +4,333.3% |
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