+169.3%
AEP vs ILMN
+28.5%
+140.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.0% |
| 7D | +2.0% | +1.9% | +0.1% | +1.8% |
| 30D | +0.5% | +12.3% | -11.8% | -0.5% |
| 3M | -0.3% | +33.5% | -33.9% | -2.8% |
| 6M | -3.5% | +69.4% | -72.8% | -7.9% |
| YTD | +11.3% | +60.9% | -49.7% | +6.4% |
| 1Y | +20.2% | +115.0% | -94.7% | +11.4% |
| 3Y | +79.8% | +37.0% | +42.8% | +71.7% |
| 5Y | +65.6% | -53.1% | +118.7% | +72.4% |
| 10Y | +169.3% | +27.6% | +141.7% | +141.6% |
| All | +169.3% | +28.5% | +140.8% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling