-3.3%
AON vs ILMN
+37.1%
-40.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.0% |
| 7D | -3.2% | +1.9% | -5.1% | -3.3% |
| 30D | -11.9% | +12.3% | -24.2% | -12.6% |
| 3M | -2.9% | +33.5% | -36.4% | -4.9% |
| 6M | -6.8% | +69.4% | -76.2% | -10.4% |
| YTD | -10.1% | +60.9% | -71.0% | -13.5% |
| 1Y | -14.2% | +115.0% | -129.2% | -19.2% |
| 3Y | -3.3% | +37.0% | -40.3% | -7.8% |
| All | -3.3% | +37.1% | -40.3% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling