+232.6%
AON vs ILMN
+59.3%
+173.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.4% | -6.0% | +3.7% | -1.6% |
| 30D | +22.8% | -23.0% | +45.8% | +26.5% |
| 3M | -5.3% | +10.4% | -15.8% | -8.0% |
| 6M | +8.4% | +49.4% | -41.0% | +0.3% |
| YTD | -3.9% | +62.3% | -66.3% | -12.6% |
| 1Y | -3.1% | +73.7% | -76.8% | -12.9% |
| 3Y | +3.0% | +122.5% | -119.5% | -14.6% |
| 5Y | +16.7% | -43.2% | +59.9% | +21.2% |
| 10Y | +232.6% | +59.0% | +173.7% | +202.8% |
| All | +232.6% | +59.3% | +173.4% | +202.8% |
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 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