-37.0%
ILMN vs ACI
+31.1%
-68.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.6% |
| 7D | -2.6% | -5.9% | +3.3% | -2.5% |
| 30D | -20.6% | +7.2% | -27.9% | -20.9% |
| 3M | +17.5% | +8.8% | +8.6% | +17.0% |
| 6M | +55.6% | -17.2% | +72.8% | +56.3% |
| YTD | +68.3% | -21.3% | +89.6% | +69.3% |
| 1Y | +81.1% | -23.7% | +104.9% | +82.6% |
| 3Y | +112.2% | -32.8% | +145.0% | +115.2% |
| 5Y | -42.6% | -41.4% | -1.2% | -41.8% |
| All | -37.0% | +31.1% | -68.1% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling