+58.0%
ILMN vs ACGL
+322.9%
-265.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | -22.7% | +12.8% | -35.5% | -25.5% |
| 3M | +8.6% | +12.3% | -3.7% | +4.7% |
| 6M | +43.8% | +15.8% | +28.0% | +36.9% |
| YTD | +59.8% | +13.9% | +45.9% | +52.6% |
| 1Y | +71.8% | +19.0% | +52.8% | +62.0% |
| 3Y | +119.0% | +33.7% | +85.3% | +94.6% |
| 5Y | -43.8% | +173.4% | -217.2% | -62.7% |
| All | +58.0% | +322.9% | -265.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling