+1,288.8%
AON vs ILMN
+1,419.4%
-130.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | +0.7% | -2.6% | +3.3% | +0.9% |
| 30D | +23.1% | -20.6% | +43.7% | +25.3% |
| 3M | -6.0% | +17.5% | -23.5% | -8.2% |
| 6M | +7.9% | +55.6% | -47.7% | +2.4% |
| YTD | -4.1% | +68.3% | -72.5% | -10.0% |
| 1Y | -2.3% | +81.1% | -83.4% | -9.0% |
| 3Y | +3.4% | +112.2% | -108.7% | -7.0% |
| 5Y | +17.1% | -42.6% | +59.7% | +17.5% |
| 10Y | +230.6% | +70.5% | +160.1% | +195.9% |
| All | +1,288.8% | +1,419.4% | -130.6% | +757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling