+1,043.9%
AEP vs ILMN
+1,401.8%
-357.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| YTD | +10.4% | +66.4% | -55.9% | +6.3% |
| 1Y | +18.2% | +123.4% | -105.2% | +11.1% |
| 3Y | +79.0% | +33.2% | +45.8% | +72.3% |
| 5Y | +64.8% | -52.0% | +116.8% | +67.6% |
| 10Y | +170.8% | +33.6% | +137.2% | +152.8% |
| All | +1,043.9% | +1,401.8% | -357.9% | +728.4% |
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