-5.4%
AEP vs ILMN
+66.7%
-72.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +1.8% | +1.2% | +0.6% | +1.8% |
| 30D | -0.8% | +9.2% | -10.0% | -0.3% |
| 3M | -1.8% | +29.8% | -31.7% | -0.4% |
| 6M | -5.4% | +69.2% | -74.6% | -2.3% |
| All | -5.4% | +66.7% | -72.1% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling