+73.7%
ILMN vs ACI
-23.0%
+96.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -1.2% |
| 7D | -6.0% | -5.3% | -0.7% | -6.9% |
| 30D | -23.0% | +5.0% | -28.1% | -22.4% |
| 3M | +10.4% | +7.5% | +2.9% | +11.7% |
| 6M | +49.4% | -16.0% | +65.4% | +45.9% |
| YTD | +62.3% | -20.6% | +83.0% | +60.0% |
| 1Y | +73.7% | -23.5% | +97.2% | +74.4% |
| All | +73.7% | -23.0% | +96.7% | +74.4% |
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