-16.4%
AON vs ILMN
+108.3%
-124.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.3% |
| 7D | -7.9% | -3.9% | -4.0% | -7.6% |
| 30D | -14.6% | +6.9% | -21.5% | -15.2% |
| 3M | -7.9% | +28.1% | -36.0% | -9.9% |
| 6M | -8.0% | +65.0% | -73.0% | -12.4% |
| YTD | -13.2% | +56.3% | -69.5% | -17.5% |
| 1Y | -16.4% | +108.7% | -125.1% | -22.4% |
| All | -16.4% | +108.3% | -124.7% | -22.4% |
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 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