+16.2%
AON vs ILMN
-51.3%
+67.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -9.1% | +1.2% | -10.3% | -9.2% |
| 30D | -10.2% | +9.2% | -19.4% | -11.3% |
| 3M | +0.5% | +29.8% | -29.4% | -2.9% |
| 6M | -4.8% | +69.2% | -74.0% | -11.1% |
| YTD | -8.0% | +66.4% | -74.4% | -14.2% |
| 1Y | -13.1% | +123.4% | -136.5% | -22.3% |
| 3Y | -1.3% | +33.2% | -34.5% | -6.7% |
| All | +16.2% | -51.3% | +67.5% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling