+98.3%
AGG vs ILMN
+8,697.3%
-8,599.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | -0.4% | +9.2% | -9.6% | -0.4% |
| 3M | -0.7% | +29.8% | -30.5% | -0.9% |
| 6M | -1.5% | +69.2% | -70.7% | -1.9% |
| YTD | -0.3% | +66.4% | -66.6% | -0.6% |
| 1Y | +1.3% | +123.4% | -122.1% | +0.7% |
| 3Y | +13.2% | +33.2% | -19.9% | +12.8% |
| 5Y | -1.4% | -52.0% | +50.5% | -1.7% |
| 10Y | +14.9% | +33.6% | -18.8% | +14.6% |
| All | +98.3% | +8,697.3% | -8,599.0% | +99.1% |
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