+1,079.1%
AEP vs ILMN
+1,419.4%
-340.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.2% |
| 7D | -1.5% | -2.6% | +1.0% | -1.4% |
| 30D | +4.5% | -20.6% | +25.1% | +5.8% |
| 3M | +2.8% | +17.5% | -14.6% | +1.3% |
| 6M | -0.7% | +55.6% | -56.3% | -4.0% |
| YTD | +13.8% | +68.3% | -54.5% | +9.1% |
| 1Y | +9.0% | +81.1% | -72.2% | +3.9% |
| 3Y | +83.0% | +112.2% | -29.2% | +70.2% |
| 5Y | +83.3% | -42.6% | +125.9% | +83.5% |
| 10Y | +194.6% | +70.5% | +124.1% | +170.5% |
| All | +1,079.1% | +1,419.4% | -340.3% | +749.9% |
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