+132.2%
ILMN vs ACI
-31.0%
+163.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.5% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -22.7% | +4.9% | -27.6% | -22.4% |
| 3M | +8.6% | +11.1% | -2.5% | +9.5% |
| 6M | +43.8% | -14.9% | +58.7% | +43.2% |
| YTD | +59.8% | -19.6% | +79.4% | +59.0% |
| 1Y | +71.8% | -22.7% | +94.5% | +71.2% |
| All | +132.2% | -31.0% | +163.1% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling