+96.0%
AGG vs ILMN
+8,347.7%
-8,251.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.6% |
| 7D | -1.4% | +0.7% | -2.2% | -1.5% |
| 30D | +0.9% | -22.7% | +23.6% | +1.0% |
| 3M | -1.2% | +8.6% | -9.9% | -1.3% |
| 6M | -1.4% | +43.8% | -45.3% | -1.7% |
| YTD | -1.4% | +59.8% | -61.2% | -1.8% |
| 1Y | -1.3% | +71.8% | -73.1% | -1.7% |
| 3Y | +13.8% | +119.0% | -105.2% | +13.0% |
| 5Y | -1.6% | -43.8% | +42.3% | -1.9% |
| 10Y | +16.3% | +56.4% | -40.1% | +16.1% |
| All | +96.0% | +8,347.7% | -8,251.7% | +96.8% |
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