-37.7%
ILMN vs ACI
+25.9%
-63.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +1.2% | +0.2% | +1.1% | +1.2% |
| 30D | +9.2% | +5.9% | +3.3% | +8.9% |
| 3M | +29.8% | -19.8% | +49.6% | +30.7% |
| 6M | +69.2% | -24.7% | +93.9% | +70.8% |
| YTD | +66.4% | -24.4% | +90.8% | +67.7% |
| 1Y | +123.4% | -31.5% | +154.9% | +126.9% |
| 3Y | +33.2% | -38.7% | +71.8% | +35.9% |
| 5Y | -52.0% | -42.8% | -9.2% | -51.2% |
| All | -37.7% | +25.9% | -63.6% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling