+93.9%
ILMN vs ACI
-18.4%
+112.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -4.2% |
| 7D | -21.6% | +4.5% | -26.0% | -20.7% |
| 30D | -22.9% | +20.9% | -43.7% | -20.9% |
| 3M | +11.6% | +15.2% | -3.7% | +14.1% |
| 6M | +62.5% | -13.3% | +75.9% | +60.0% |
| YTD | +72.7% | -16.2% | +88.9% | +72.0% |
| 1Y | +93.9% | -16.9% | +110.7% | +92.3% |
| All | +93.9% | -18.4% | +112.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling