+205.6%
AON vs ILMN
+25.5%
+180.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.1% |
| 7D | -7.9% | -3.9% | -4.0% | -7.4% |
| 30D | -14.6% | +6.9% | -21.5% | -15.6% |
| 3M | -7.9% | +28.1% | -36.0% | -11.5% |
| 6M | -8.0% | +65.0% | -73.0% | -15.2% |
| YTD | -13.2% | +56.3% | -69.5% | -19.6% |
| 1Y | -16.4% | +108.7% | -125.1% | -26.5% |
| 3Y | -6.7% | +33.1% | -39.7% | -14.0% |
| 5Y | +8.0% | -54.1% | +62.1% | +17.6% |
| 10Y | +205.6% | +27.8% | +177.8% | +166.4% |
| All | +205.6% | +25.5% | +180.1% | +166.4% |
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