+15.0%
AGG vs ILMN
+27.8%
-12.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | -0.2% |
| 7D | -0.2% | -3.9% | +3.7% | -0.1% |
| 30D | -0.2% | +6.9% | -7.1% | -0.4% |
| 3M | -0.7% | +28.1% | -28.8% | -1.3% |
| 6M | -1.8% | +65.0% | -66.7% | -2.9% |
| YTD | -0.6% | +56.3% | -56.9% | -1.7% |
| 1Y | +0.4% | +108.7% | -108.3% | -1.5% |
| 3Y | +13.2% | +33.1% | -19.9% | +11.8% |
| 5Y | -2.0% | -54.1% | +52.1% | -2.0% |
| All | +15.0% | +27.8% | -12.8% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling