+1,062.6%
AEP vs ILMN
+1,366.8%
-304.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -2.8% | -9.7% | +6.9% | -2.2% |
| 30D | +3.6% | -20.4% | +24.0% | +4.9% |
| 3M | +1.8% | +10.0% | -8.2% | +0.7% |
| 6M | -3.1% | +49.5% | -52.6% | -6.2% |
| YTD | +12.2% | +62.5% | -50.2% | +7.8% |
| 1Y | +9.1% | +76.0% | -66.8% | +4.2% |
| 3Y | +77.9% | +94.2% | -16.3% | +66.4% |
| 5Y | +78.1% | -46.3% | +124.4% | +79.1% |
| 10Y | +187.8% | +62.7% | +125.1% | +165.1% |
| All | +1,062.6% | +1,366.8% | -304.2% | +739.9% |
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 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