-1.7%
AON vs ILMN
+74.7%
-76.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.2% |
| 7D | +1.9% | -9.8% | +11.7% | +1.9% |
| 30D | +23.3% | -22.7% | +46.0% | +23.6% |
| 3M | -5.5% | +12.1% | -17.6% | -7.8% |
| 6M | +8.0% | +51.5% | -43.4% | +2.4% |
| YTD | -4.0% | +63.9% | -67.8% | -12.3% |
| 1Y | -1.7% | +76.6% | -78.3% | -11.9% |
| All | -1.7% | +74.7% | -76.5% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling