+59.8%
ILMN vs ACGL
+337.7%
-277.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.4% | +3.2% |
| 7D | -9.7% | +0.9% | -10.6% | -10.0% |
| 30D | -20.4% | +13.7% | -34.1% | -23.5% |
| 3M | +10.0% | +8.0% | +2.0% | +7.2% |
| 6M | +49.5% | +13.3% | +36.2% | +43.2% |
| YTD | +62.5% | +11.8% | +50.7% | +56.0% |
| 1Y | +76.0% | +22.2% | +53.7% | +64.6% |
| 3Y | +94.2% | +32.5% | +61.7% | +72.7% |
| 5Y | -46.3% | +160.2% | -206.5% | -63.8% |
| All | +59.8% | +337.7% | -277.8% | -22.8% |
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