+4,325.1%
AEM vs ILMN
+1,419.4%
+2,905.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +4.6% |
| 7D | +17.8% | -2.6% | +20.4% | +17.9% |
| 30D | +6.2% | -20.6% | +26.9% | +7.4% |
| 3M | +12.5% | +17.5% | -4.9% | +11.5% |
| 6M | +4.4% | +55.6% | -51.2% | +1.9% |
| YTD | +19.2% | +68.3% | -49.1% | +15.7% |
| 1Y | +25.5% | +81.1% | -55.6% | +21.4% |
| 3Y | +346.4% | +112.2% | +234.3% | +325.1% |
| 5Y | +305.7% | -42.6% | +348.3% | +305.3% |
| 10Y | +375.9% | +70.5% | +305.4% | +352.7% |
| All | +4,325.1% | +1,419.4% | +2,905.7% | +4,237.6% |
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