+211.0%
AEP vs ILMN
+56.2%
+154.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +2.5% | +0.7% | +1.7% | +2.4% |
| 30D | +3.4% | -22.7% | +26.1% | +5.0% |
| 3M | +4.2% | +8.6% | -4.4% | +2.8% |
| 6M | -0.8% | +43.8% | -44.6% | -4.5% |
| YTD | +15.2% | +59.8% | -44.5% | +9.6% |
| 1Y | +8.3% | +71.8% | -63.5% | +2.3% |
| 3Y | +84.2% | +119.0% | -34.8% | +66.1% |
| 5Y | +87.8% | -43.8% | +131.6% | +91.1% |
| All | +211.0% | +56.2% | +154.8% | +188.6% |
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