+27.8%
ILMN vs AEE
+186.8%
-158.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.7% |
| 7D | -3.9% | +1.1% | -4.9% | -4.2% |
| 30D | +6.9% | 0.0% | +6.9% | +6.8% |
| 3M | +28.1% | -0.9% | +29.0% | +28.2% |
| 6M | +65.0% | -2.4% | +67.4% | +65.5% |
| YTD | +56.3% | +8.6% | +47.7% | +50.4% |
| 1Y | +108.7% | +10.2% | +98.6% | +99.4% |
| 3Y | +33.1% | +47.8% | -14.7% | +11.4% |
| 5Y | -54.1% | +40.1% | -94.2% | -60.7% |
| 10Y | +27.8% | +195.0% | -167.2% | -20.7% |
| All | +27.8% | +186.8% | -158.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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