+67.6%
AEP vs ILMN
-51.8%
+119.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.7% |
| 30D | -0.8% | +9.2% | -10.0% | -1.4% |
| 3M | -1.8% | +29.8% | -31.7% | -3.6% |
| 6M | -5.4% | +69.2% | -74.6% | -8.8% |
| YTD | +10.4% | +66.4% | -55.9% | +6.3% |
| 1Y | +18.2% | +123.4% | -105.2% | +10.6% |
| 3Y | +79.0% | +33.2% | +45.8% | +74.5% |
| All | +67.6% | -51.8% | +119.4% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling