+76.0%
ILMN vs ACI
-23.4%
+99.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +1.9% |
| 7D | -9.7% | -2.2% | -7.5% | -9.9% |
| 30D | -20.4% | +10.3% | -30.7% | -19.4% |
| 3M | +10.0% | +7.2% | +2.8% | +11.1% |
| 6M | +49.5% | -18.0% | +67.5% | +45.5% |
| YTD | +62.5% | -22.0% | +84.5% | +59.6% |
| 1Y | +76.0% | -23.4% | +99.4% | +73.8% |
| All | +76.0% | -23.4% | +99.4% | +73.8% |
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